| 000 | 07915nam a22017175i 4500 | ||
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| 001 | 206418 | ||
| 003 | IT-RoAPU | ||
| 005 | 20221214233602.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr || |||||||| | ||
| 008 | 221201t20112011nju fo d z eng d | ||
| 020 |
_a9781400838844 _qPDF |
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| 024 | 7 |
_a10.1515/9781400838844 _2doi |
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| 035 | _a(DE-B1597)9781400838844 | ||
| 035 | _a(DE-B1597)642801 | ||
| 040 |
_aDE-B1597 _beng _cDE-B1597 _erda |
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| 050 | 4 |
_aHG3851 _b.E77 2011eb |
|
| 072 | 7 |
_aBUS021000 _2bisacsh |
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| 082 | 0 | 4 |
_a332.4/56 _222 |
| 084 | _aonline - DeGruyter | ||
| 100 | 1 |
_aEvans, Martin D. D. _eautore |
|
| 245 | 1 | 0 |
_aExchange-Rate Dynamics / _cMartin D. D. Evans. |
| 264 | 1 |
_aPrinceton, NJ : _bPrinceton University Press, _c[2011] |
|
| 264 | 4 | _c©2011 | |
| 300 |
_a1 online resource (600 p.) : _b46 line illus. 34 tables. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 0 | _aPrinceton Series in International Economics | |
| 505 | 0 | 0 |
_tFrontmatter -- _tContents -- _tPreface -- _tPART I MACRO MODELS -- _tChapter 1 Macro Models without Frictions -- _tChapter 2 Macro Models with Frictions -- _tChapter 3 Empirical Macro Models -- _tPART II MICROSTRUCTURE MODELS -- _tChapter 4 Rational Expectations Models -- _tChapter 5 Sequential Trade Models -- _tChapter 6 Currency-Trading Models -- _tChapter 7 Currency-Trading Models: Empirical Evidence -- _tChapter 8 Identifying Order Flow -- _tPART III MICRO-BASED MODELS -- _tChapter 9 Order Flows and the Macroeconomy -- _tChapter 10 Exchange Rates, Order Flows, and Macro Data -- _tChapter 11 Exchange-Rate Risk -- _tReferences -- _tIndex |
| 506 | 0 |
_arestricted access _uhttp://purl.org/coar/access_right/c_16ec _fonline access with authorization _2star |
|
| 520 | _aA comprehensive and in-depth look at exchange-rate dynamicsVariations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examination of the standard theories and latest research in exchange-rate economics. Covering a vast swath of theoretical and empirical work, the book explores established theories of exchange-rate determination using macroeconomic fundamentals, and presents unique microbased approaches that combine the insights of microstructure models with the macroeconomic forces driving currency trading.Macroeconomic models have long assumed that agents—households, firms, financial institutions, and central banks—all have the same information about the structure of the economy and therefore hold the same expectations and uncertainties regarding foreign currency returns. Microbased models, however, look at how heterogeneous information influences the trading decisions of agents and becomes embedded in exchange rates. Replicating key features of actual currency markets, these microbased models generate a rich array of empirical predictions concerning trading patterns and exchange-rate dynamics that are strongly supported by data. The models also show how changing macroeconomic conditions exert an influence on short-term exchange-rate dynamics via their impact on currency trading.Designed for graduate courses in international macroeconomics, international finance, and finance, and as a go-to reference for researchers in international economics, Exchange-Rate Dynamics guides readers through a range of literature on exchange-rate determination, offering fresh insights for further reading and research.Comprehensive and in-depth examination of the latest research in exchange-rate economicsOutlines theoretical and empirical research across the spectrum of modeling approachesPresents new results on the importance of currency trading in exchange-rate determinationProvides new perspectives on long-standing puzzles in exchange-rate economicsEnd-of-chapter questions cement key ideas | ||
| 538 | _aMode of access: Internet via World Wide Web. | ||
| 546 | _aIn English. | ||
| 588 | 0 | _aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 01. Dez 2022) | |
| 650 | 0 | _aForeign exchange market. | |
| 650 | 0 | _aForeign exchange rates. | |
| 650 | 0 |
_aMoney _vTables. |
|
| 650 | 7 |
_aBUSINESS & ECONOMICS / Econometrics. _2bisacsh |
|
| 653 | _aAggregate demand. | ||
| 653 | _aAlgorithmic trading. | ||
| 653 | _aApproximation. | ||
| 653 | _aArbitrage. | ||
| 653 | _aAsk price. | ||
| 653 | _aAsset. | ||
| 653 | _aAutocorrelation. | ||
| 653 | _aBalance of trade. | ||
| 653 | _aBasis Point. | ||
| 653 | _aBid price. | ||
| 653 | _aBrokerage firm. | ||
| 653 | _aBudget constraint. | ||
| 653 | _aCalculation. | ||
| 653 | _aCentral bank. | ||
| 653 | _aCoefficient. | ||
| 653 | _aConditional expectation. | ||
| 653 | _aConsumption (economics). | ||
| 653 | _aCovariance matrix. | ||
| 653 | _aCurrency pair. | ||
| 653 | _aCurrency. | ||
| 653 | _aCustomer. | ||
| 653 | _aDay trading. | ||
| 653 | _aDepreciation. | ||
| 653 | _aDeterminant. | ||
| 653 | _aDetermination. | ||
| 653 | _aDiscounts and allowances. | ||
| 653 | _aDividend. | ||
| 653 | _aDollar Price. | ||
| 653 | _aEconomic equilibrium. | ||
| 653 | _aEconomics. | ||
| 653 | _aEconomy. | ||
| 653 | _aElasticity of substitution. | ||
| 653 | _aEstimation. | ||
| 653 | _aExchange rate. | ||
| 653 | _aExpected value. | ||
| 653 | _aFinancial asset. | ||
| 653 | _aForecast error. | ||
| 653 | _aForecasting. | ||
| 653 | _aForeign exchange market. | ||
| 653 | _aGeneral equilibrium theory. | ||
| 653 | _aGovernment bond. | ||
| 653 | _aHedge fund. | ||
| 653 | _aHousehold. | ||
| 653 | _aImpulse response. | ||
| 653 | _aIncome. | ||
| 653 | _aInference. | ||
| 653 | _aInflation. | ||
| 653 | _aInterest rate parity. | ||
| 653 | _aInterest rate. | ||
| 653 | _aInterest. | ||
| 653 | _aInternational economics. | ||
| 653 | _aInvestment. | ||
| 653 | _aInvestor. | ||
| 653 | _aKalman filter. | ||
| 653 | _aLimit price. | ||
| 653 | _aLong run and short run. | ||
| 653 | _aMacroeconomics. | ||
| 653 | _aMarginal utility. | ||
| 653 | _aMarket clearing. | ||
| 653 | _aMarket liquidity. | ||
| 653 | _aMarket participant. | ||
| 653 | _aMonetary policy. | ||
| 653 | _aMoney market. | ||
| 653 | _aMoney supply. | ||
| 653 | _aNominal interest rate. | ||
| 653 | _aOutput gap. | ||
| 653 | _aPrediction. | ||
| 653 | _aPresent value. | ||
| 653 | _aPrice Change. | ||
| 653 | _aPrice fixing. | ||
| 653 | _aPrice index. | ||
| 653 | _aPrice level. | ||
| 653 | _aPricing. | ||
| 653 | _aProbability. | ||
| 653 | _aProduction function. | ||
| 653 | _aPurchase order. | ||
| 653 | _aPurchasing power parity. | ||
| 653 | _aRate base (utility). | ||
| 653 | _aRate of return. | ||
| 653 | _aRational expectations. | ||
| 653 | _aReal interest rate. | ||
| 653 | _aReal versus nominal value (economics). | ||
| 653 | _aRisk aversion. | ||
| 653 | _aRisk premium. | ||
| 653 | _aSpot contract. | ||
| 653 | _aSpot market. | ||
| 653 | _aStandard deviation. | ||
| 653 | _aStandard error. | ||
| 653 | _aStatistic. | ||
| 653 | _aStatistical significance. | ||
| 653 | _aStochastic discount factor. | ||
| 653 | _aSupply (economics). | ||
| 653 | _aTaylor rule. | ||
| 653 | _aTime series. | ||
| 653 | _aTrader (finance). | ||
| 653 | _aTrading strategy. | ||
| 653 | _aValue (economics). | ||
| 653 | _aVariance. | ||
| 653 | _aWealth. | ||
| 653 | _aWorld economy. | ||
| 850 | _aIT-RoAPU | ||
| 856 | 4 | 0 | _uhttps://doi.org/10.1515/9781400838844?locatt=mode:legacy |
| 856 | 4 | 0 | _uhttps://www.degruyter.com/isbn/9781400838844 |
| 856 | 4 | 2 |
_3Cover _uhttps://www.degruyter.com/document/cover/isbn/9781400838844/original |
| 942 | _cEB | ||
| 999 |
_c206418 _d206418 |
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