Intradaily exchange rate movements
Auteur :
Guillaume, Dominique M.
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781461370895
Date de publication :
3 oct. 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
In the late 1980s, as the empirical appeal of macro-economic exchange rate models began to fade, a few people including Professor Charles Goodhart at the London School of Economics and researchers at Olsen & Associates in Zurich, started to collect intra-daily exchange rate data.