Foreign Exchange Market Intervention

Market Microstructure Models and Empirical Investigations

Nevi Danila, Sardar M.N. Islam (Autoren)

Buch | Hardcover

172 Seiten

2019
Nova Science Publishers Inc (Verlag)
978-1-5361-4710-0 (ISBN)

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This book investigates the effectiveness of government intervention from the market microstructure perspective, especially focusing on its impact concerning the setting of bid-ask exchange rates (from the Plaza Agreement to the Louvre Accord). The authors test the effect of intervention on the dealers behaviour in controlling his/her inventory to set the quotation of exchange rates. The authors also examine the relative importance of the inventory cost in three components of the bid-ask spread. Finally, they analyse the impact of intervention on a spread. This book develops new econometric models which have produced results for sound FOREX and financial management strategies. This book is multi-disciplinary, technical and specialised, but focused on contemporary and emerging issues in FOREX and financial markets in addressing the issues of financial markets and for theory and hypothesis development which have general implications for finance theory.

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Erscheinungsdatum	04.02.2019
Verlagsort	New York
Sprache	englisch
Maße	155 x 230 mm
Gewicht	430 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	1-5361-4710-9 / 1536147109
ISBN-13	978-1-5361-4710-0 / 9781536147100
Zustand	Neuware