The theory and empirics of exchange rates

Author(s)

• Moosa, Imad A.
• Bhatti, Razzaque H.

Bibliographic Information

The theory and empirics of exchange rates

Imad A. Moosa, Razzaque H. Bhatti

World Scientific, c2010

Note

Includes bibliographical references (p. 443-475) and index

Description and Table of Contents

Description

Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.

Table of Contents

• Exchange Rate Determination in the Mundell-Fleming Model
• The Flexible-Price Monetary Model of Exchange Rates
• The Theory of the Balance of Payments
• Exchange Rate Determination in the Dornbusch Model
• Other Sticky-Price Monetary Models of Exchange Rates
• The Monetary Model of Exchange Market Pressure
• The Portfolio Balance Model of Exchange Rates
• The Currency Substitution Model of Exchange Rates
• The Microstructure Approach to Exchange Rates
• The News Model of Exchange Rates
• Empirical Evidence on the Macroeconomic Models of Exchange Rates
• Empirical Evidence on the Microstructure Models of Exchange Rates.

by "Nielsen BookData"

Details

• NCID: BA91628116
• ISBN:
  • 9789812839534
• LCCN: 2009020157
• Country Code: si
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Singapore
• Pages/Volumes: xxvii, 483 p.
• Size: 24 cm
• Classification:
  • LCC : HG3821
  • DC22 : 332.4/5601
• Subject Headings:
  • LCSH : Foreign exchange rates
  • LCSH : Foreign exchange
  • LCSH : Foreign exchange rates -- Mathematical models