Handbook of exchange rates / (Record no. 19850)

MARC details
000 -LEADER
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001 - CONTROL NUMBER
control field ocn812914952
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095216.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu---unuuu
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 121015s2012 njua ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency N$T
Language of cataloging eng
Description conventions pn
Transcribing agency N$T
Modifying agency YDXCP
-- WAU
-- CDX
-- EBLCP
-- UIU
-- E7B
-- DG1
-- UMI
-- OCLCQ
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019 ## -
-- 813529122
-- 813536419
-- 817829522
-- 852499700
-- 898985792
-- 961632895
-- 962650833
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118445754
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118445759
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118445785
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118445783
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118445778
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118445775
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 6613977535
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9786613977533
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780470768839
Qualifying information (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 0470768835
Qualifying information (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781283665032
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 1283665034
028 01 - PUBLISHER NUMBER
Publisher number EB00063670
Source Recorded Books
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000050207241
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000058062654
029 1# - (OCLC)
OCLC library identifier CHNEW
System control number 000609668
029 1# - (OCLC)
OCLC library identifier CHVBK
System control number 303162732
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV040784441
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041051427
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041908625
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 431143285
029 1# - (OCLC)
OCLC library identifier DKDLA
System control number 820120-katalog:000600296
029 1# - (OCLC)
OCLC library identifier NLGGC
System control number 352038594
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 14976758
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV043395118
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)812914952
Canceled/invalid control number (OCoLC)813529122
-- (OCoLC)813536419
-- (OCoLC)817829522
-- (OCoLC)852499700
-- (OCoLC)898985792
-- (OCoLC)961632895
-- (OCoLC)962650833
037 ## - SOURCE OF ACQUISITION
Stock number 397753
Source of stock number/acquisition MIL
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG3810
Item number .H35 2012eb
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 028000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.4/56
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number MAT029000
Source of number bisacsh
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
245 00 - TITLE STATEMENT
Title Handbook of exchange rates /
Statement of responsibility, etc edited by Jessica James, Ian W. Marsh, Lucio Sarno.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Hoboken, New Jersey :
Name of publisher, distributor, etc John Wiley & Sons, Inc.,
Date of publication, distribution, etc ©2012.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xxviii, 821 pages) :
Other physical details illustrations.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- data file
-- rda
380 ## -
-- Bibliography
490 1# - SERIES STATEMENT
Series statement Wiley handbooks in financial engineering and econometrics
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part I. Overview. 1. Foreign Exchange Market Structure, Players and Evolution -- 2. Macro Approaches to Foreign Exchange Determination -- 3. Micro Approaches to Foreign Exchange Determination -- 4. The Exchange Rate in a Behavioural Finance Framework -- 5. The Evolution of Exchange Rate Regimes and Some Future Perspective -- Part II. Exchange Rate Models and Methods. 6. Purchasing Power Parity in Economic History -- 7. Purchasing Power Parity in Tradable Goods -- 8. Statistical and Economic Methods for Evaluating Exchange Rate Predictability -- 9. When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts? -- 10. Carry Trades and Risk -- 11. Currency Fair Value Models -- 12. Technical Analysis in the Foreign Exchange Market 13. Modeling Exchange Rates with Incomplete Information -- 14. Exchange Rates in a Stochastic Discount Factor Framework -- 15. Volatility and Correlation Timing in Active Currency Management -- Part III. FX Markets and Products. 16. Is There a Premium for Currency Investing (Beta) -- 17. Is There Skill or Alpha in Currency Investing? -- 18. Currency Hedging for International Bond and Equity Investors -- 19. FX Reserve Management -- 20. High frequency finance: Using scaling laws to build trading models -- 21. Algorithmic Execution in Foreign Exchange -- 22. Foreign Exchange Strategy Based Products -- 23. Foreign exchange futures, forwards and swaps -- 24. Options and Volatility Derivatives -- Part IV. FX Markets and Policy. 25. A Common Framework for Thinking about Currency Crises -- 26. Official Intervention in the Foreign Exchange Market -- 27. Exchange Rate Misalignment: The Case of the Chinese Renminbi -- 28. Choosing an Exchange Rate Regime.
520 ## - SUMMARY, ETC.
Summary, etc "Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity relationships, fair value models, and flow-based models. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a section on FX markets and policy, prediction and management of FX crises, FX regimes and policy; regulation in FX market that also features discussion of the effects of exchange rate regime choice on international trade. Each chapter follows the same easy-to-follow format. Following an introduction, a description of theory is presented along with key formulae. Next, the discussed theory is applied to a real data set and accompanied with illustrative descriptions. Exercises and real-world examples from the finance industry are spread throughout each chapter, and a summary provides a brief overview of main points and concepts"--
-- Provided by publisher.
588 0# -
-- Print version record.
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Foreign exchange rates.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Foreign exchange.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS
General subdivision Probability & Statistics
-- General.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Foreign Exchange.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Foreign exchange.
Source of heading or term fast
-- (OCoLC)fst00931768
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Foreign exchange rates.
Source of heading or term fast
-- (OCoLC)fst00931816
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name James, Jessica,
Dates associated with a name 1968-
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Marsh, Ian W.,
Dates associated with a name 1966-
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Sarno, Lucio.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Title Handbook of exchange rates.
Place, publisher, and date of publication Hoboken, New Jersey : John Wiley & Sons, Inc., ©2012
International Standard Book Number 9780470768839
Record control number (DLC) 2011052323
-- (OCoLC)769989867
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley handbooks in financial engineering and econometrics.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781118445785">http://dx.doi.org/10.1002/9781118445785</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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