Foreign Exchange Market: Theory and Econometric Evidence

Review
"This well written and sophisticated book reviews the theoretical and empirical literature concerned with the determination of exchange rates." Herbert G. Grubel, Journal of Economic Literature


Book Description
This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It covers the theory of efficient markets as developed in finance, and the models used to explain the movements of exchange rates in macroeconomics. The authors deal with the econometric estimation and testing of different models and theories of the foreign exchange market and macro-economy.


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This books attempts to use recent developments in macroeconomics, finance theory and econometrics to examine some of the more interesting questions concerning the foreign exchange rate market. The book uses a distinctive approach of having a fairly detailed description of a theory or model followed later with a rigorous econometric analysis of the evidence.


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