Exchange-Rate Dynamics /
Variations 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 examination of the standard theories and latest research in exchange...
| Autor principal: | |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
2011.
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| Colección: | Book collections on Project MUSE.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- pt. I. Macro models.
- 1. Macro models without frictions
- 2. Macro models with frictions
- 3. Empirical macro models
- pt. II. Microstructure models.
- 4. Rational expectations models
- 5. Sequential trade models
- 6. Currency-trading models
- 7. Currency-trading models : empirical evidence
- 8. Identifying order flow
- pt. III. Micro-based models.
- 9. Order flows and the macroeconomy
- 10. Exchange rates, order flows, and macro data releases
- 11. Exchange-rate risk.


