This book brings together a number of research studies, all of which examine the behavior of foreign exchange rates. The main focus of the collection is on empirical characterization of high-frequency exchange rate data. The pioneering studies demonstrate and explain, among other things, the regular patterns in intra-day foreign exchange rate activity and the effects of macroeconomic news on rates and analyze the profitability of technical trading rules in these markets.
- Hardcover:562 pages
- Publisher:Palgrave Macmillan (October 1, 2000)
- Item Weight:2.89 pounds
- Product Dimensions:6.25 x 1.75 x 9.25 inches