- Verlag:
- Diplomica Verlag
- Erschienen:
- 07.2010
- Seitenanzahl:
- 120
- ISBN:
- 3836645432
- EAN:
- 9783836645430
Exchange Rate Determination Puzzle: Long Run Behavior and Short Run Dynamics
Falkmar Butgereit
The last attempt to tackle the understanding of exchange rate behavior is the use of frequency domain analysis and in particular spectral analysis which tries to track down any cyclical patterns in the various moments of time series. And as we shall see forex indeed incorporates cycles as well.