Expectations, Risk and Uncertainty in the Foreign Exchange Market

Expectations, Risk and Uncertainty in the Foreign Exchange Market PDF Author: Mark P. Taylor
Publisher:
ISBN: 9780903312875
Category : Foreign exchange
Languages : en
Pages : 19

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Book Description

Expectations, Risk and Uncertainty in the Foreign Exchange Market

Expectations, Risk and Uncertainty in the Foreign Exchange Market PDF Author: Mark P. Taylor
Publisher:
ISBN: 9780903312875
Category : Foreign exchange
Languages : en
Pages : 19

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Book Description


The Effects of Uncertainty and Incomplete Information in a Foreign Exchange Market Subject to Noisy Rational Expectations

The Effects of Uncertainty and Incomplete Information in a Foreign Exchange Market Subject to Noisy Rational Expectations PDF Author: Edgar J. Wilson
Publisher:
ISBN: 9780855906009
Category : Demand for money
Languages : en
Pages : 32

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Book Description


Uncertainty and Expectation

Uncertainty and Expectation PDF Author: Gerald Ashley
Publisher: John Wiley & Sons
ISBN: 0470864702
Category : Business & Economics
Languages : en
Pages : 188

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Book Description
In this entertaining and thoughtful book, Gerald Ashley sets out to explain what trading is, and lays out a modus operandi for being a trader and investor. He draws upon market anecdotes and examples from the past, seeking to debunk many myths surrounding financial markets, and to try and make the reader understand the real processes, risks and rewards that drive investment. In particular he examines ideas in market and individual investor behaviour, and questions the usefulness of many of todays standard investment techniques including benchmarks, charts, analysts and 'gurus'. He also lays out simple precepts for understanding investment risk and suggests ideas for managing your investments in today's markets.

The Role of Endogenous Uncertainty in Foreign Exchange Markets

The Role of Endogenous Uncertainty in Foreign Exchange Markets PDF Author: Stanley W. Black
Publisher:
ISBN:
Category :
Languages : en
Pages : 294

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Book Description


Corporate Foreign Exchange Risk Management

Corporate Foreign Exchange Risk Management PDF Author: Lars Oxelheim
Publisher: John Wiley & Sons
ISBN: 1119598869
Category : Business & Economics
Languages : en
Pages : 232

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Book Description
A practical and accessible guide that demystifies ForEx risk for managers in all areas of business Virtually any organisation active in the global economy is impacted by fluctuations in foreign exchange (FX or ForEx) markets. Managers need to understand this increasingly complex issue and measure their firm’s exposure to risk. Corporate Foreign Exchange Risk Management is an in-depth yet accessible guide on effective ForEx exposure management. Designed for professionals responsible for managing a profit & loss or balance sheet influenced by ForEx fluctuations, it enables risk managers to navigate the interconnected worlds of financial management and economics. This innovative guide integrates academic discussion of the economics of risk management decisions and pragmatic advice for various situations in which performance measures affected by accounting standards are paid considerable attention. Readers are provided with the tools and knowledge required to handle a broad range of issues related to ForEx risk management. Clear, non-technical chapters demystify concepts that often appear complicated and confusing to managers. Written by globally-recognised experts in corporate finance, risk management and international business, this book: Employs a reader-friendly narrative style to explain complex concepts Provides a clear, actionable risk management strategy which can be used in a variety of businesses Places all concepts in relatable, real-world contexts Explains important academic research to practitioners in plain English Includes effective pedagogical tools and explanations, straightforward examples and end-of-chapter summaries which highlight key points Corporate Foreign Exchange Risk Management is a must-read for any manager who deals with corporate exposure to ForEx risk, as well as analysts wishing to better understand the relation between corporate performance and ForEx fluctuations and students of corporate risk management.

Managing Foreign Exchange Risk

Managing Foreign Exchange Risk PDF Author: Richard J. Herring
Publisher: Cambridge University Press
ISBN: 9780521311205
Category : Business & Economics
Languages : en
Pages : 254

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Book Description
A collection of essays about foreign exchange risk and how to cope with it.

Expectations and the Foreign Exchange Market

Expectations and the Foreign Exchange Market PDF Author: Craig S. Hakkio
Publisher: Routledge
ISBN: 9781138633223
Category : Foreign exchange market
Languages : en
Pages : 112

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Book Description
Cover -- Rouledge Library Editions: -- Half Title -- Copyright -- Title -- Copyright1 -- Thanks -- Table of Contents -- Acknowledgments -- List of Tables -- Chapter I Introduction -- Chapter II Foreign Exchange Market Efficiency -- Chapter III The Term Structure of the Forward Premium -- Chapter IV Conclusions -- Appendix A Implications of using and Monthly Data -- Appendix B Functional Forms in Testing Market Efficiency -- Appendix C Interpretation of the 0-Vector in Testing Market Efficiency -- Appendix D Alternative Filters -- References

Expectations, Risk and Interest Parity in the Foreign Exchange Market

Expectations, Risk and Interest Parity in the Foreign Exchange Market PDF Author: Richard T. Baillie
Publisher:
ISBN: 9780868310718
Category : Foreign exchange
Languages : en
Pages : 19

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Book Description


Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF Author: Robert J. Hodrick
Publisher: CRC Press
ISBN: 1000943380
Category : Mathematics
Languages : en
Pages : 190

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Book Description
This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.

Foreign Exchange Risk Premium

Foreign Exchange Risk Premium PDF Author: Mr.Lorenzo Giorgianni
Publisher: International Monetary Fund
ISBN: 1451845790
Category : Business & Economics
Languages : en
Pages : 40

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Book Description
This paper challenges the conventional view that foreign exchange risk premiums are small, not volatile, and unrelated to macroeconomic variables. For the Italian lira (1987-94), unconditional risk premiums—constructed using survey data to measure exchange rate expectations—are found to be sizable (relative to the dimension of the forward premium), highly volatile (relative to the variability of the forward bias), and predictable. Estimation of structural models of the risk premium suggests that anticipated fiscal contractions in Italy and lower uncertainty about the future path of fiscal policy are associated with a lower risk premium on lira-denominated assets.