Inside the Currency Market: Mechanics, Valuation, and Strategies

Index

absolute purchasing power parity, 35–36

amplitude, 271

ATWI, 48–49

Australia. See also Australian dollar

ASX Limited, 235–237

Bank Bills, 202–203

day-count convention, 26

fixing times, 25

margins and, 20

repurchase agreements (repos), 96–98

stock and bond markets, 235–239

Trade Weight Indices, 46–50

Australian dollar. See also Australia

British pound sterling and, 189, 238–239

Canadian dollar and, 238–239, 250, 264

CME and, 68

Dollar Index and, 65–66

Euro and, 189, 238

Japanese yen and, 191, 222, 238, 250, 255–256

LIBOR and, 21–22, 121–128

New Zealand dollar and, 181–182, 260

seasonality and, 128

swaps, 202–203

Swiss franc and, 238–239, 250

turnover, 5–8

U.S. dollar and, 121–124, 154, 167–168, 174–175, 176–177, 182, 202–203, 222, 236–