New developments in exchange rate economics.
Material type: TextLanguage: English Series: International Library of Critical Writings in Economics ; 148Publication details: Cheltenham : Edward Elgar, 2002.Edition: Edited by Lucio Sarno and Mark P. TaylorDescription: 2 volúmenes : tablas, gráficas ; 25 cmContent type:- Texto
- Sin mediación
- Volumen
- 1840643994
- 332.456 N39 21
- O24
Item type | Home library | Call number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|
LIBRO FISICO | Biblioteca Principal | 332.456 N39 (Browse shelf(Opens below)) | Available | Reintegro BLAA 8/9/23 | 29004018988708 |
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332.456 M65a1 Monetary standards and exchange rates. | 332.456 N13c Changes in exchange rates in rapiddly developing countries : | 332.456 N39 New developments in exchange rate economics. | 332.456 N39 New developments in exchange rate economics. | 332.456 P35e Exchange rate dynamics : | 332.456 R17 RBS reserve management trends 2007. | 332.456 R37 A retrospective on the Bretton Woods System : |
Incluye bibliografías e índices.
v.1. Part I: Groundwork: 1. The economics of exchange rates / Mark P. Taylor -- Part II. Exchange rate theory: 2. Dynamic equilibrium and the real exchange rate in a spatially separated world / Bernard Dumas ; 3. Exchange rate dynamics redux / Maurice Obstfeld and Kenneth Rogoff ; 4. New directions for stochastic open economy models / Maurice Obstfeld and Kenneth Rogoff ; 5. The new open economy macroeconomics: a survey / Philip R. Lane -- Part III: Empirical exchange rate modelling and testing: 6. Long swings in the dollar: are they in the data and do markets Know It? / Charles Engel and James D. Hamilton ; 7. Real exchange rates and real interest differentials: have we missed the business-cycle relationship? / Marianne Baxter ; 8. Sources of real exchange-rate fluctuations: how important are nominal shocks? / Richard Clarida and Jordi Gali ; 9. Some empirical evidence on the effects of shocks to monetary policy on exchange rates / Martin Eichenbaum and Charles L. Evans ; 10. Fixing exchange rates: a virtual quest for fundamentals / Robert P. Flood and Andrew K. Rose ; 11. Cointegration and exchange rate dynamics / David H. Papell ; 12. Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals / Mark P. Taylor and David A. Peel -- Part IV. Target zones: 13. target zones and exchange rate dynamics / Paul R. Krugman ; 14. The linkage between speculative attack and target zone models of exchange rates / Robert P. Flood and Peter M. Garber ; 15. Exchange rate bands with price inertia / Marcus Miller and Paul Weller ; 16. Target zones and realignments / Giuseppe Bertola and Ricardo J. Caballero ; 17. How long do unilateral target zones last? / Bernard Dumas and Lars E.O. Svensson ; 18. The target zone model, non-linearity and mean reversion: is the honeymoon really over? / Matteo Iannizzotto and Mark P. Taylor -- Part V: Currency crises: 19. A model of balance-of-payments crises / Paul Krugman ; 20. The logic of currency crises / Maurice Obstfeld ; 21. Models of currency crises with self-fulfilling features / Maurice Obstfeld ; 22. Are currency crises self-fulfilling? a test / Olivier Jeanne ; 23. Perspectives on the recent currency crisis literature / Robert Flood and Nancy Marion ; 24. Moral hazard, asset price bubbles, capital flows, and the east asian crisis: the first tests / Lucio Sarno and Mark P. Taylor. – v.2. Part I: Foreign exchange market efficiency, interest rate parities and risk premia: 1. Characterizing predictable components in excess returns on equity and foreign exchange markets / Geert Bekaert and Robert J. Hodrick ; 2. Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market / Graham Elliott and Takatoshi Ito ; 3. Understanding spot and forward exchange rate regressions / Weike Hai, Nelson C. Mark and Yangru Wu ; 4. Rethinking deviations from uncovered interest parity: the role of covariance risk and noise / Nelson C. Mark and Yangru Wu -- Part II: Exchange rate predictability: 5. Nonparametric exchange rate prediction? / Francis X. Diebold and James M. Nason ; 6. The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach / Richard M. Levich and Lee R. Thomas III ; 7. Exchange rates and fundamentals: evidence on long-horizon predictability / Nelson C. Mark ; 8. The term structure of forward exchange premiums and the forecastability of spot exchange rates: correcting the errors / Richard H. Clarida and Mark P. Taylor ; 9. Real exchange-rate prediction over long horizons / Nelson C. Mark and Doo-Yull Choi -- Part III. Purchasing power parity and real exchange rate behavior: 10. The purchasing power parity puzzle / Kenneth Rogoff ; 11. Real exchange rates under the gold standard / Francis X. Diebold, Steven Husted and Mark Rush ; 12. How wide is the border? / Charles Engel and John H. Rogers ; 13. Real exchange rate behavior: the recent float from the perspective of the past two centuries / James R. Lothian and Mark P. Taylor ; 14. The behavior of real exchange rates during the post-bretton woods period / Mark P. Taylor and Lucio Sarno ; 15. Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries / Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba ; 16. Accounting for U.S. real exchange rate changes / Charles Engel ; 17. On cross-country differences in the persistence of real exchange rates / Yin-Wong Cheung and Kon S. Lai -- Part IV. The microstructure of the foreign exchange market: 18. Chartists, fundamentalists, and trading in the foreign exchange market / Jeffrey A. Frankel and Kenneth A. Froot ; 19. Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market / Robert F. Engle, Takatoshi Ito and Wen-Ling Lin ; 20. Patterns in exchange rate forecasts for twenty-five currencies / Menzie Chinn and Jeffrey Frankel ; 21. Bid-ask spreads in the interbank foreign exchange markets / Hendrik Bessembinder ; 22. Predicting volatility in the foreign exchange market / Philippe Jorion ; 23. Tests of microstructural hypotheses in the foreign exchange market / Richard K. Lyons ; 24. A simultaneous trade model of the foreign exchange hot potato / Richard K. Lyons ; 25. Is there private information in the fx market? the Tokyo experiment / Takatoshi Ito, Richard K. Lyons and Michael T. Melvin. "
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