Exchange-rate dynamics
By: Martin D.D. Evans
Series: Princeton series in international economics
Publisher: Princeton University Press
Published: 2011
Place of publication: Princeton
Language: eng
Number of pages: 546
ISBN-13: 9780691150895
Subjects: Foreign exchange rates; Foreign exchange market
Notes: Includes bibliographical references (p. 523-533) and index.
Table of contents: title: Pt. I. Macro models.; title: 1. Macro models without frictions; title: 2. Macro models with frictions; title: 3. Empirical macro models; title: Pt. II. Microstructure models.; title: 4. Rational expectations models; title: 5. Sequential trade models; title: 6. Currency-trading models; title: 7. Currency-trading models : empirical evidence; title: 8. Identifying order flow; title: Pt. III. Micro-based models.; title: 9. Order flows and the macroeconomy; title: 10. Exchange rates, order flows, and macro data releases; title: 11. Exchange-rate risk.