Exchange Rate Forecasting: Techniques and Applications

Hardcover | February 12, 2000

byImad A. Moosa, Moosa Imad A.

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This book deals with the models and applications of exchange rate forecasting. It is written primarily for professionals with the objective of providing a concise survey of the techniques of forecasting. The book considers the business decisions requiring exchange rate forecasting and some related issues such as market efficiency and trading rules.

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This book deals with the models and applications of exchange rate forecasting. It is written primarily for professionals with the objective of providing a concise survey of the techniques of forecasting. The book considers the business decisions requiring exchange rate forecasting and some related issues such as market efficiency and t...

Imad A. Moosa is Senior Lecturer in Economics at La Trobe University, Australia.

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Format:HardcoverDimensions:448 pages, 9 × 6 × 1.12 inPublished:February 12, 2000Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0312228929

ISBN - 13:9780312228927

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Table of Contents

Forecasting and Expectations * Why Do We Need Exchange Rate Forecasting? * Univariate Time Series Forecasting Models * Multivariate Time Series Forecasting Models * Market-Based Forecasting * Composite and Judgmental Forecasting * Technical Analysis * Trading Rules * Recent Developments * Evaluating Forecasting Performance * Some Applications * How to Pick an Exchange Rate Forecasting Service * Summing Up