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Exchange-Rate Dynamics.

by Evans, Martin D. D.
Material type: materialTypeLabelBookDescription: 1 online resource (561 pages).ISBN: 9781283009164.Subject(s): Electronic booksOnline resources: Click to View
Contents:
Cover -- Contents -- Preface -- Part I: Macro Models -- Chapter 1 Macro Models Without Frictions -- 1.1 Preliminaries -- 1.2 Empirical Characteristics of Real Exchange Rates -- 1.3 Macro Exchange-Rate Models -- 1.4 Summary -- 1.5 Bibliography -- 1.6 Review Questions -- 1.A Appendix -- Chapter 2 Macro Models With Frictions -- 2.1 The Model -- 2.2 Sticky Prices -- 2.3 International Risk-Sharing -- 2.4 Incomplete Markets -- 2.5 Summary -- 2.6 Bibliography -- 2.7 Review Questions -- 2.A Appendix -- Chapter 3 Empirical Macro Models -- 3.1 Present Value Models -- 3.2 Monetary Models -- 3.3 External Balance Models -- 3.4 Predicting Exchange-Rate Movements -- 3.5 Summary -- 3.6 Bibliography -- 3.7 Review Questions -- 3.A Appendix -- Part II: Microstructure Models -- Chapter 4 Rational Expectations Models -- 4.1 The Model -- 4.2 Equilibrium With Common Information -- 4.3 Equilibrium With Heterogeneous Information -- 4.4 Equilibrium Problems -- 4.5 Summary -- 4.6 Bibliography -- 4.7 Review Questions -- 4.A Appendix -- Chapter 5 Sequential Trade Models -- 5.1 The Model -- 5.2 Exchange-Rate Determination -- 5.3 Exchange-Rate Dynamics -- 5.4 Information Flows -- 5.5 Public Versus Private Information -- 5.6 Uninformed Traders -- 5.7 Summary -- 5.8 Bibliography -- 5.9 Review Questions -- Chapter 6 Currency-Trading Models -- 6.1 The Structure of the Fx Market -- 6.2 The Portfolio Shifts Model -- 6.3 Extending the Portfolio Shifts Model -- 6.4 Summary -- 6.5 Bibliography -- 6.6 Review Questions -- 6.A Appendix -- Chapter 7 Currency-Trading Models: Empirical Evidence -- 7.1 Daily Analysis -- 7.2 Intraday Analysis -- 7.3 Summary -- 7.4 Bibliography -- 7.5 Review Questions -- 7.A Appendix -- Chapter 8 Identifying Order Flow -- 8.1 Order Flow in a Rational Expectations Model -- 8.2 Order Flow in a Limit-Order Market -- 8.3 Estimating Order Flow -- 8.4 Summary.
8.5 Bibliography -- 8.6 Review Questions -- 8.A Appendix -- Part III: Micro-Based Models -- Chapter 9 Order Flows and the Macroeconomy -- 9.1 A Micro-Based Macro Model -- 9.2 Empirical Implications -- 9.3 Re-Examining 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 Ii: Low-Frequency Dynamics -- 10.4 Summary -- 10.5 Bibliography -- 10.6 Review Questions -- 10.A Appendix -- Chapter 11 Exchange-Rate Risk -- 11.1 Fx Returns and Interest Rates -- 11.2 Macro Models -- 11.3 Micro-Based Models -- 11.4 Summary -- 11.5 Bibliography -- 11.6 Review Questions -- 11.A Appendix -- References -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- R -- S -- T -- U -- V -- W -- Z.
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Cover -- Contents -- Preface -- Part I: Macro Models -- Chapter 1 Macro Models Without Frictions -- 1.1 Preliminaries -- 1.2 Empirical Characteristics of Real Exchange Rates -- 1.3 Macro Exchange-Rate Models -- 1.4 Summary -- 1.5 Bibliography -- 1.6 Review Questions -- 1.A Appendix -- Chapter 2 Macro Models With Frictions -- 2.1 The Model -- 2.2 Sticky Prices -- 2.3 International Risk-Sharing -- 2.4 Incomplete Markets -- 2.5 Summary -- 2.6 Bibliography -- 2.7 Review Questions -- 2.A Appendix -- Chapter 3 Empirical Macro Models -- 3.1 Present Value Models -- 3.2 Monetary Models -- 3.3 External Balance Models -- 3.4 Predicting Exchange-Rate Movements -- 3.5 Summary -- 3.6 Bibliography -- 3.7 Review Questions -- 3.A Appendix -- Part II: Microstructure Models -- Chapter 4 Rational Expectations Models -- 4.1 The Model -- 4.2 Equilibrium With Common Information -- 4.3 Equilibrium With Heterogeneous Information -- 4.4 Equilibrium Problems -- 4.5 Summary -- 4.6 Bibliography -- 4.7 Review Questions -- 4.A Appendix -- Chapter 5 Sequential Trade Models -- 5.1 The Model -- 5.2 Exchange-Rate Determination -- 5.3 Exchange-Rate Dynamics -- 5.4 Information Flows -- 5.5 Public Versus Private Information -- 5.6 Uninformed Traders -- 5.7 Summary -- 5.8 Bibliography -- 5.9 Review Questions -- Chapter 6 Currency-Trading Models -- 6.1 The Structure of the Fx Market -- 6.2 The Portfolio Shifts Model -- 6.3 Extending the Portfolio Shifts Model -- 6.4 Summary -- 6.5 Bibliography -- 6.6 Review Questions -- 6.A Appendix -- Chapter 7 Currency-Trading Models: Empirical Evidence -- 7.1 Daily Analysis -- 7.2 Intraday Analysis -- 7.3 Summary -- 7.4 Bibliography -- 7.5 Review Questions -- 7.A Appendix -- Chapter 8 Identifying Order Flow -- 8.1 Order Flow in a Rational Expectations Model -- 8.2 Order Flow in a Limit-Order Market -- 8.3 Estimating Order Flow -- 8.4 Summary.

8.5 Bibliography -- 8.6 Review Questions -- 8.A Appendix -- Part III: Micro-Based Models -- Chapter 9 Order Flows and the Macroeconomy -- 9.1 A Micro-Based Macro Model -- 9.2 Empirical Implications -- 9.3 Re-Examining 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 Ii: Low-Frequency Dynamics -- 10.4 Summary -- 10.5 Bibliography -- 10.6 Review Questions -- 10.A Appendix -- Chapter 11 Exchange-Rate Risk -- 11.1 Fx Returns and Interest Rates -- 11.2 Macro Models -- 11.3 Micro-Based Models -- 11.4 Summary -- 11.5 Bibliography -- 11.6 Review Questions -- 11.A Appendix -- References -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- R -- S -- T -- U -- V -- W -- Z.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2019. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

Hong Kong Nang Yan College of Higher Education
Lee Yan Fong Library
325-329 Lai Chi Kok Road, Shamshuipo, Kowloon, HONG KONG