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Palgrave Macmillan

Exchange Rate Forecasting: Techniques and Applications

  • Book
  • © 2000

Overview

Authors:
  1. Imad A. Moosa

    1. La Trobe University, Australia

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

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-xviii
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  2. Expectation and Forecasting: An Overview

    • Imad A. Moosa
    Pages 1-30

  3. Exchange Rate Forecasting as an Input in the Decision-making Process

    • Imad A. Moosa
    Pages 32-60

  4. Univariate Time Series Techniques

    • Imad A. Moosa
    Pages 62-97

  5. Multivariate Time Series Models

    • Imad A. Moosa
    Pages 98-133

  6. Market-based Forecasting: The Spot and Forward Exchange Rates

    • Imad A. Moosa
    Pages 134-147

  7. Judgemental and Composite Forecasting

    • Imad A. Moosa
    Pages 150-172

  8. Technical Analysis

    • Imad A. Moosa
    Pages 173-230

  9. Trading Rules

    • Imad A. Moosa
    Pages 233-268

  10. Recent Developments: Chaos and Neural Networks

    • Imad A. Moosa
    Pages 270-315

  11. Measuring Forecasting Accuracy

    • Imad A. Moosa
    Pages 316-336

  12. Selection, Implementation and Monitoring of Forecasts

    • Imad A. Moosa
    Pages 348-361

  13. Case Studies

    • Imad A. Moosa
    Pages 366-379

  14. Concluding Remarks

    • Imad A. Moosa
    Pages 381-389

  15. Back Matter

    Pages 390-424
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Keywords

About this book

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.

Authors and Affiliations

  • La Trobe University, Australia

    Imad A. Moosa

About the author

IMAD MOOSA is currently Professor in Economics and Finance at La Trobe University, Australia, prior to which he lectured at the University of Sheffield, UK. Before entering academia, he worked as a professional economist and investment banker for over ten years.

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