000			04287nam a22003853i 4500
001			EBC4968561
003			MiAaPQ
005			20191009123142.0
006			m o d |
007			cr cnu||||||||
008			191009s2011 xx o ||||0 eng d
020			_a9781283009164 _q(electronic bk.)
035			_a(MiAaPQ)EBC4968561
035			_a(Au-PeEL)EBL4968561
035			_a(CaONFJC)MIL300916
035			_a(OCoLC)726583283
040			_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ
082	0		_a332.456
100	1		_aEvans, Martin D. D.
245	1	0	_aExchange-Rate Dynamics.
264		1	_aPrinceton : _bPrinceton University Press, _c2011.
264		4	_c�2011.
300			_a1 online resource (561 pages)
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
505	0		_aCover -- 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.
505	8		_a8.5 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.
588			_aDescription based on publisher supplied metadata and other sources.
590			_aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2019. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
655		4	_aElectronic books.
776	0	8	_iPrint version: _aEvans, Martin D. D. _tExchange-Rate Dynamics _dPrinceton : Princeton University Press,c2011
797	2		_aProQuest (Firm)
856	4	0	_uhttp://ezproxy01.ny.edu.hk:2048/login?url=https://ebookcentral.proquest.com/lib/ircp3g4/detail.action?docID=4968561 _zClick to View
999			_c36459 _d36459