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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...

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Détails bibliographiques
Auteur principal: Evans, Martin D. D.
Format: Électronique eBook
Langue:Inglés
Publié: Princeton : Princeton University Press, 2011.
Collection:Book collections on Project MUSE.
Sujets:
Accès en ligne:Texto completo
Table des matières:
  • 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.