Exchange Rate Modeling and Forecasting

By Marian Micu

Book Overview

Exchange Rate Modeling and Forecasting presents the main empirical developments in the exchange rate modelling literature from a practitioner's perspective. The author examines in detail how various international finance theories can be econometrically tested, and gives examples of the current state-of-the-art methods used by practitioners in this field. The book covers the empirical implementation of the leading macroeconomic exchange rate models, the basic currency risk modeling techniques, and empirical exchange rate microstructure models. It also explores the leading methods used by practitioners and central bankers to extract exchange rate expectations from currency options.

• Format: Paperback
• Language: English
• ISBN: 0415890993
• ISBN13: 9780415890991
• Release Date: December 2023
• Publisher: Routledge
• Length: 350 Pages