New Developments in Exchange Rate Economics

New Developments in Exchange Rate Economics

by Lucio Sarno
     
 

This two-volume set collects 49 critical writings published in the 1990s, which discuss recent developments in the exchange rate literature. Volume I begins with a survey article covering much of the post-war literature on exchange rate economics until about 1995. This is followed by contributions on exchange rate theory, empirical exchange rate modelling and testing,… See more details below

Overview

This two-volume set collects 49 critical writings published in the 1990s, which discuss recent developments in the exchange rate literature. Volume I begins with a survey article covering much of the post-war literature on exchange rate economics until about 1995. This is followed by contributions on exchange rate theory, empirical exchange rate modelling and testing, theory and empirics of target zone models, and currency crises. Volume II addresses exchange rate predictability, purchasing power parity and the behavior of the real exchange rate, foreign exchange market efficiency, interest rate parity conditions, foreign exchange risk premia, and the microstructure of the foreign exchange market. There is no subject index. Edited by Sarno and Taylor, both of the U. of Warwick, U.K. Annotation c. Book News, Inc., Portland, OR

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Booknews
This two-volume set collects 49 critical writings published in the 1990s, which discuss recent developments in the exchange rate literature. Volume I begins with a survey article covering much of the post-war literature on exchange rate economics until about 1995. This is followed by contributions on exchange rate theory, empirical exchange rate modelling and testing, theory and empirics of target zone models, and currency crises. Volume II addresses exchange rate predictability, purchasing power parity and the behavior of the real exchange rate, foreign exchange market efficiency, interest rate parity conditions, foreign exchange risk premia, and the microstructure of the foreign exchange market. There is no subject index. Edited by Sarno and Taylor, both of the U. of Warwick, U.K. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9781840643992
Publisher:
Elgar, Edward Publishing, Inc.
Publication date:
07/01/2002
Series:
International Library of Critical Writin
Pages:
1
Product dimensions:
6.88(w) x 9.50(h) x (d)

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