The Theory and Empirics of Exchange Rates

出版者:World Scientific Publishing Company

作者:Imad A. Moosa

页数:512

出版时间:2009-7-15

价格:USD 135.00

装帧:Hardcover

isbn号码:9789812839534

图书标签:经济学金融与投资投资理财技术分析交易HFTFundamental_Analysis

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.

Why Do We Study Exchange Rates? 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 Concluding Thoughts and Remarks

用户评价

不晓得对trader有没有用。总结如下：对汇率预测，传统的宏观经济模型效果并不比随机游走好多少；加入了市场微观结构因素以后，结果稍好一点，但仍然不是最终原因。12章和13章做了非常详尽的Empirical Study Survey。

不晓得对trader有没有用。总结如下：对汇率预测，传统的宏观经济模型效果并不比随机游走好多少；加入了市场微观结构因素以后，结果稍好一点，但仍然不是最终原因。12章和13章做了非常详尽的Empirical Study Survey。

不晓得对trader有没有用。总结如下：对汇率预测，传统的宏观经济模型效果并不比随机游走好多少；加入了市场微观结构因素以后，结果稍好一点，但仍然不是最终原因。12章和13章做了非常详尽的Empirical Study Survey。

不晓得对trader有没有用。总结如下：对汇率预测，传统的宏观经济模型效果并不比随机游走好多少；加入了市场微观结构因素以后，结果稍好一点，但仍然不是最终原因。12章和13章做了非常详尽的Empirical Study Survey。

不晓得对trader有没有用。总结如下：对汇率预测，传统的宏观经济模型效果并不比随机游走好多少；加入了市场微观结构因素以后，结果稍好一点，但仍然不是最终原因。12章和13章做了非常详尽的Empirical Study Survey。