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-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
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"International Business Finance introduces students to the fundamental workings of business and finance in the global economy. The text brings clarity and focus to the complexities of the field, and demonstrates the key linkages between the foreign exchange markets and world money markets."...
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The international monetary environment -- The foreign exchange market -- International monetary arrangements -- The balance of payments -- International parity conditions -- Forward-looking instruments -- The eurocurrency market -- Exchange rates, interest rates, and interest parity -- Prices...
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The world economy -- International monetary measures -- The exchange rate and competitiveness -- Consumption, saving and investment -- Saving, investment and capital flows -- Interest parity -- The government budget and fiscal policy -- The Central Bank and monetary policy -- Macroeconomic...
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