Exchange rate economics
Subtitle: where do we stand?
By: edited by Paul De Grauwe.
Contributors: Grauwe, Paul de.
Series: CESifo seminar series
Publisher: MIT Press
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 347
Subjects: Foreign exchange rates -- Congresses.; Foreign exchange rates -- Econometric models -- Congresses.; Wisselkoersen.; Internationale monetaire politiek.; Econometrische modellen.
Genres: Congresses.
Notes: Selected papers from seminars hosted by CESifo, an international network of economists supported jointly by the Center for Economic Studies at Ludwig-Maximilians-Universität, Munich, and the Ifo Institute for Economic Research.

Includes bibliographical references and index.
Table of contents: value: Are different-currency assets imperfect substitutes? / Martin D.D. Evans and Richard K. Lyons; value: Volume and volatility in the foreign exchange market : does it matter who you are? / Geir H. Bjønnes, Dagfinn Rime, and Haakon O. Aa. Solheim; value: A neoclassical explanation of nominal exchange rate volatility / Michael J. Moore and Maurice J. Roche; value: Real exhange rates and nonlinearities / Mark P. Taylor; value: Heterogeneity of agents and the exchange rate : a nonlinear approach / Paul De Grauwe and Marianna Grimaldi; value: Dynamics of endogenous business cycles and exchange rate volatility / Volker Böhm and Tomoo Kikuchi; value: The Euro, Eastern Europe, and black markets : the currency hypothesis / Hans-Werner Sinn and Frank Westermann; value: What do we know about recent exchange rate models? In-sample fit and out-of-sample performance evaluated / Yin-Wong Cheung, Menzie D. Chinn, and Antonio Garcia Pascual; value: The Euro-dollar exchange rate : is it fundamental? / Mariam Camerero, Javier Ordóñez, and Cecilio Tamarit; value: Dusting off the perception of risk and returns in FOREX markets / Phornchanok J. Cumperayot.