The Foreign Exchange Market: Empirical Studies with High-Frequency Data


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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.

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Product Details

  • Hardcover:562 pages
  • ISBN-10:031223564X
  • ISBN-13:978-0312235642
  • Publisher:Palgrave Macmillan (October 1, 2000)
  • Item Weight:2.89 pounds
  • Product Dimensions:6.25 x 1.75 x 9.25 inches
  • Language::English

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