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

Bys: Goodhart, Charles and Payne, Richard

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.

• Format: Hardcover
• Language: English
• ISBN: 0333630831
• ISBN13: 9780333630839
• Release Date: August 2000
• Publisher: Palgrave MacMillan
• Length: 562 Pages
• Weight: 2.15 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"