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News and Exchange Rate Dynamics by Massimo Tivegna 9780815390701
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News and Exchange Rate Dynamics by Massimo Tivegna 9780815390701

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Description

'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.

Book Information
ISBN 9780815390701
Author Massimo Tivegna
Format Hardback
Page Count 206
Imprint CRC Press Inc
Publisher Taylor & Francis Inc
Weight(grams) 191g

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