Exchange Rate Forecasting: Techniques and Applications

  • Imad A. Moosa

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Imad A. Moosa
    Pages 1-30
  3. Imad A. Moosa
    Pages 62-97
  4. Imad A. Moosa
    Pages 98-133
  5. Imad A. Moosa
    Pages 150-172
  6. Imad A. Moosa
    Pages 173-230
  7. Imad A. Moosa
    Pages 233-268
  8. Imad A. Moosa
    Pages 316-336
  9. Imad A. Moosa
    Pages 366-379
  10. Imad A. Moosa
    Pages 381-389
  11. Back Matter
    Pages 390-424

About this book

Introduction

Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.

Keywords

business exchange rates time series

Authors and affiliations

  • Imad A. Moosa
    • 1
  1. 1.La Trobe UniversityAustralia

Bibliographic information

  • DOI https://doi.org/10.1057/9780230379008
  • Copyright Information Palgrave Macmillan, a division of Macmillan Publishers Limited 2000
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Palgrave Economics & Finance Collection
  • Print ISBN 978-1-349-40871-9
  • Online ISBN 978-0-230-37900-8
  • About this book
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