Exchange-Rate Dynamics /

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A comprehensive and in-depth look at exchange-rate dynamicsVariations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examinati...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Evans, Martin D. D. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, [2011]
Colección:Princeton Series in International Economics
Temas:
Foreign exchange market.
Foreign exchange rates.
Money > Tables.
BUSINESS & ECONOMICS / Econometrics.
Aggregate demand.
Algorithmic trading.
Approximation.
Arbitrage.
Ask price.
Asset.
Autocorrelation.
Balance of trade.
Basis Point.
Bid price.
Brokerage firm.
Budget constraint.
Calculation.
Central bank.
Coefficient.
Conditional expectation.
Consumption (economics).
Covariance matrix.
Currency pair.
Currency.
Customer.
Day trading.
Depreciation.
Determinant.
Determination.
Discounts and allowances.
Dividend.
Dollar Price.
Economic equilibrium.
Economics.
Economy.
Elasticity of substitution.
Estimation.
Exchange rate.
Expected value.
Financial asset.
Forecast error.
Forecasting.
General equilibrium theory.
Government bond.
Hedge fund.
Household.
Impulse response.
Income.
Inference.
Inflation.
Interest rate parity.
Interest rate.
Interest.
International economics.
Investment.
Investor.
Kalman filter.
Limit price.
Long run and short run.
Macroeconomics.
Marginal utility.
Market clearing.
Market liquidity.
Market participant.
Monetary policy.
Money market.
Money supply.
Nominal interest rate.
Output gap.
Prediction.
Present value.
Price Change.
Price fixing.
Price index.
Price level.
Pricing.
Probability.
Production function.
Purchase order.
Purchasing power parity.
Rate base (utility).
Rate of return.
Rational expectations.
Real interest rate.
Real versus nominal value (economics).
Risk aversion.
Risk premium.
Spot contract.
Spot market.
Standard deviation.
Standard error.
Statistic.
Statistical significance.
Stochastic discount factor.
Supply (economics).
Taylor rule.
Time series.
Trader (finance).
Trading strategy.
Value (economics).
Variance.
Wealth.
World economy.
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Contents
  • Preface
  • PART I MACRO MODELS
  • Chapter 1 Macro Models without Frictions
  • Chapter 2 Macro Models with Frictions
  • Chapter 3 Empirical Macro Models
  • PART II MICROSTRUCTURE MODELS
  • Chapter 4 Rational Expectations Models
  • Chapter 5 Sequential Trade Models
  • Chapter 6 Currency-Trading Models
  • Chapter 7 Currency-Trading Models: Empirical Evidence
  • Chapter 8 Identifying Order Flow
  • PART III MICRO-BASED MODELS
  • Chapter 9 Order Flows and the Macroeconomy
  • Chapter 10 Exchange Rates, Order Flows, and Macro Data
  • Chapter 11 Exchange-Rate Risk
  • References
  • Index

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