Exchange rate economics : where do we stand? /

Discussions of the different theoretical and empirical paradigms for setting and predicting exchange rates. Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could n...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Grauwe, Paul de
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, Mass. : MIT Press, ©2005.
Colección:CESifo seminar series.
Temas:
Foreign exchange rates > Congresses.
Foreign exchange rates > Econometric models > Congresses.
Taux de change > Congrès.
Taux de change > Modèles économétriques > Congrès.
BUSINESS & ECONOMICS > Foreign Exchange.
Foreign exchange rates
Foreign exchange rates > Econometric models
ECONOMICS/Finance
ECONOMICS/Trade & Development
Conference papers and proceedings
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Are different-currency assets imperfect substitutes? / Martin D.D. Evans and Richard K. Lyons
  • Volume and volatility in the foreign exchange market : does it matter who you are? / Geir H. Bjønnes, Dagfinn Rime, and Haakon O. Aa. Solheim
  • A neoclassical explanation of nominal exchange rate volatility / Michael J. Moore and Maurice J. Roche
  • Real exhange rates and nonlinearities / Mark P. Taylor
  • Heterogeneity of agents and the exchange rate : a nonlinear approach / Paul De Grauwe and Marianna Grimaldi
  • Dynamics of endogenous business cycles and exchange rate volatility / Volker Böhm and Tomoo Kikuchi
  • The Euro, Eastern Europe, and black markets : the currency hypothesis / Hans-Werner Sinn and Frank Westermann
  • What do we know about recent exchange rate models? In-sample fit and out-of-sample performance evaluated / Yin-Wong Cheung, Menzie D. Chinn, and Antonio Garcia Pascual
  • The Euro-dollar exchange rate : is it fundamental? / Mariam Camerero, Javier Ordóñez, and Cecilio Tamarit
  • Dusting off the perception of risk and returns in FOREX markets / Phornchanok J. Cumperayot.

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