MARC details
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04912nam a2200409 a 4500 |
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EBC918243 |
| 003 - CONTROL NUMBER IDENTIFIER |
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MiAaPQ |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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111229s2012 njud sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2011052323 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9780470768839 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781118445754 (e-book) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(MiAaPQ)EBC918243 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(Au-PeEL)EBL918243 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(CaPaEBR)ebr10612566 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(CaONFJC)MIL397753 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)812914952 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MiAaPQ |
| Transcribing agency |
MiAaPQ |
| Modifying agency |
MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG3810 |
| Item number |
.H35 2012 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.4/56 |
| Edition number |
23 |
| 245 00 - TITLE STATEMENT |
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| Title |
Handbook of exchange rates |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by Jessica James, Ian W. Marsh, Lucio Sarno. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
Hoboken, N.J. : |
| Name of publisher, distributor, etc. |
John Wiley & Sons, Inc., |
| Date of publication, distribution, etc. |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxviii, 823 p. : |
| Other physical details |
ill. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Wiley handbooks in financial engineering and econometrics ; |
| Volume/sequential designation |
2 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Machine generated contents note: Part I. Overview 1. Foreign Exchange Market Structure, Players and Evolution 2. Macro Approaches to Foreign Exchange Determination 3. Micro Approaches to Foreign Exchange Determination 4. The Exchange Rate in a Behavioural Finance Framework 5. The Evolution of Exchange Rate Regimes and Some Future Perspective Part II. Exchange Rate Models and Methods 6. Purchasing Power Parity in Economic History 7. Purchasing Power Parity in Tradable Goods 8. Statistical and Economic Methods for Evaluating Exchange Rate Predictability 9. When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts? 10. Carry Trades and Risk 11. Currency Fair Value Models 12. Technical Analysis in the Foreign Exchange Market 13. Modeling Exchange Rates with Incomplete Information 14. Exchange Rates in a Stochastic Discount Factor Framework 15. Volatility and Correlation Timing in Active Currency Management Part III. FX Markets and Products 16. Is There a Premium for Currency Investing (Beta) 17. Is There Skill or Alpha in Currency Investing? 18. Currency Hedging for International Bond and Equity Investors 19. FX Reserve Management 20. High frequency finance: Using scaling laws to build trading models 21. Algorithmic Execution in Foreign Exchange 22. Foreign Exchange Strategy Based Products 23. Foreign exchange futures, forwards and swaps 24. Options and Volatility Derivatives Part IV. FX Markets and Policy 25. A Common Framework for Thinking about Currency Crises 26. Official Intervention in the Foreign Exchange Market 27. Exchange Rate Misalignment - The Case of the Chinese Renminbi. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
"Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity relationships, fair value models, and flow-based models. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a section on FX markets and policy, prediction and management of FX crises, FX regimes and policy; regulation in FX market that also features discussion of the effects of exchange rate regime choice on international trade. Each chapter follows the same easy-to-follow format. Following an introduction, a description of theory is presented along with key formulae. Next, the discussed theory is applied to a real data set and accompanied with illustrative descriptions. Exercises and real-world examples from the finance industry are spread throughout each chapter, and a summary provides a brief overview of main points and concepts"-- |
| Assigning source |
Provided by publisher. |
| 533 ## - REPRODUCTION NOTE |
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| Type of reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Foreign exchange rates. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Foreign exchange. |
| 655 #4 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
James, Jessica, |
| Dates associated with a name |
1968- |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Marsh, Ian W., |
| Dates associated with a name |
1966- |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sarno, Lucio. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
ProQuest (Firm) |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://ebookcentral.proquest.com/lib/aitie/detail.action?docID=918243">http://ebookcentral.proquest.com/lib/aitie/detail.action?docID=918243</a> |
| Public note |
Click to View |