Exchange-rate dynamics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Princeton [u.a.]
Princeton Univ. Press
2011
|
| Series: | Princeton series in international economics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XIV, 546 S. graph. Darst. |
| ISBN: | 9780691150895 |
Staff View
MARC
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| 490 | 0 | |a Princeton series in international economics | |
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Record in the Search Index
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|---|---|
| adam_text | Contents
Preface
is
PARTI MACRO MODELS
Chapter
1
Macro Models without Frictions
з
4
В
21
50
51
52
54
63
63
72
96
97
116
И7
119
121
Chapter
3
Empirical Macro Models
130
3.1
Present Value Models
130
3.2
Monetary Models
147
3.3
External Balance Models
158
3.4
Predicting Exchange-Rate Movements
165
3.5
Summan.
171
3.6
Bibliography
J
72
3.7
Review Questions
173
3.A Appendix
176
л
Preliminaries
.2
Empirical Characteristics of Real Exchange Rates
.і
Macro Exchange-Rate Models
1.4
Summary
.5
Bibliography
.6
Review Questions
l.A
Appendix
Chapter
2
Macro Models with Frictions
2.1
The Model
Sticky Prices
2.3
International Risk-Sharing
2.4
Incomplete Markets
2.5
Summary
2.6
Bibliography
2.7
Review Questions
:
..A
Appendix
vi
Contents
PART II
MICROSTRUCTURE
MODELS
Chapter
4
Rational Expectations Models
183
4.1
The Model
183
4.2
Equilibrium with Common Information
186
4.3
Equilibrium with Heterogeneous Information
196
4.4
Equilibrium Problems
213
4.5
Summary
216
4.6
Bibliography
217
4.7
Review Questions
217
4.A Appendix
220
Chapter
5
Sequential Trade Models
227
5.1
The Model
227
5.2
Exchange-Rate Determination
231
5.3
Exchange-Rate Dynamics
236
5.4
Information Flows
245
5.5
Public versus Private Information
253
5.6
Uninformed Traders
255
5.7
Summary
257
5.8
Bibliography
258
5.9
Review Questions
258
Chapter
6
Currency-Trading Models
261
6.1
The Structure of the FX Market
261
6.2
The Portfolio Shifts Model
271
6.3
Extending the Portfolio Shifts Model
289
6.4
Summary
295
6.5
Bibliography
295
6.6
Review Questions
296
6.A Appendix
297
Chapter
7
Currency-Trading Models: Empirical Evidence
302
7.1
Daily Analysis
302
7.2
Intraday Analysis
314
7.3
Summary
335
7.4
Bibliography
336
7.5
Review Questions
337
7.A Appendix
338
Chapter
8
Identifying Order Flow
342
8.1
Order Flow in a Rational Expectations Model
342
8.2
Order Flow in a Limit-Order Market
352
8.3
Estimating Order Flow
359
8.4
Summary
369
Contents
vii
8.5
Bibliography
370
8.6
Review Questions
371
8.
A Appendix
372
PART III MICRO-BASED MODELS
Chapter
9
Order Flows and the Macroeconomy
377
9.1
A Micro-Based Macro Model
378
9.2
Empirical Implications
389
395
411
412
413
415
9.3
Re-Examinmg the Disconnect Puzzle
9.4
Summary
9.5
Bibliography
9.6
Review Questions
9.A
Appendix
Chapter
10
Exchange Rates, Order Flows, and
Macro Data Releases
10.1
The Macro Perspective
10.2
Micro Perspective I: High-Frequency Dynamics
10.3
Micro Perspective
11:
Low-Frequency Dynamics
10.4
Summary
10.5
Bibliography
10.6
Review Questions
10.A
Appendix
422
422
429
446
458
459
459
462
Chapter
11
Exchange-Rate Risk
464
11.1
FX Returns and Interest Rates
464
11.2
Macro Models
474
11.3
Micro-Based Models
496
11.4
Summary
512
11.5
Bibliography
513
11.6
Review Questions
514
11.
A Appendix
518
References
523
Index
535
|
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV037290312 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:55:23Z |
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| isbn | 9780691150895 |
| language | English |
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| series2 | Princeton series in international economics |
| spelling | Evans, Martin D. D. 1960- Verfasser (DE-588)124547958 aut Exchange-rate dynamics Martin D. D. Evans Princeton [u.a.] Princeton Univ. Press 2011 XIV, 546 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Princeton series in international economics Includes bibliographical references and index Foreign exchange rates Foreign exchange market Wechselkurstheorie (DE-588)4124443-6 gnd rswk-swf Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf Devisenhandel (DE-588)4011986-5 gnd rswk-swf Wechselkurs (DE-588)4064921-0 s DE-604 Devisenhandel (DE-588)4011986-5 s Wechselkurstheorie (DE-588)4124443-6 s Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 s DE-188 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021202905&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Evans, Martin D. D. 1960- Exchange-rate dynamics Foreign exchange rates Foreign exchange market Wechselkurstheorie (DE-588)4124443-6 gnd Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd Wechselkurs (DE-588)4064921-0 gnd Devisenhandel (DE-588)4011986-5 gnd |
| subject_GND | (DE-588)4124443-6 (DE-588)4508395-2 (DE-588)4064921-0 (DE-588)4011986-5 |
| title | Exchange-rate dynamics |
| title_auth | Exchange-rate dynamics |
| title_exact_search | Exchange-rate dynamics |
| title_full | Exchange-rate dynamics Martin D. D. Evans |
| title_fullStr | Exchange-rate dynamics Martin D. D. Evans |
| title_full_unstemmed | Exchange-rate dynamics Martin D. D. Evans |
| title_short | Exchange-rate dynamics |
| title_sort | exchange rate dynamics |
| topic | Foreign exchange rates Foreign exchange market Wechselkurstheorie (DE-588)4124443-6 gnd Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd Wechselkurs (DE-588)4064921-0 gnd Devisenhandel (DE-588)4011986-5 gnd |
| topic_facet | Foreign exchange rates Foreign exchange market Wechselkurstheorie Mikrostrukturtheorie Kapitalmarkttheorie Wechselkurs Devisenhandel |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021202905&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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