Studies in Foreign Exchange Economics

Business & Finance, Economics, Foreign Exchange, Macroeconomics
Cover of the book Studies in Foreign Exchange Economics by Martin D D Evans, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Martin D D Evans ISBN: 9789813148550
Publisher: World Scientific Publishing Company Publication: June 28, 2017
Imprint: WSPC Language: English
Author: Martin D D Evans
ISBN: 9789813148550
Publisher: World Scientific Publishing Company
Publication: June 28, 2017
Imprint: WSPC
Language: English

This book collects my scholarly research on the behavior of foreign exchange rates conducted over the past twenty-five years. The collection includes papers that study the behavior of exchange rates from the traditional macroeconomic and newer microstructure perspectives. The former perspective considers the linkages between the macro economy and currency prices in an effort to understand the behavior of exchange rates over quarters, years and decades. By contrast, the microstructure perspective considers how the details of currency trading affect how macroeconomic information becomes embedded in currency prices, a process which drives exchange-rates over intraday horizons. The book also contains papers with a hybrid perspective that consider the details of currency trading and macroeconomic linkages in an effort to understand exchange-rate dynamics across all horizons.

Contents:

  • Traditional Models:

    • The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates (Martin D D Evans and James R Lothian)
    • Trends in Excess Returns in Currency and Bond Markets (Martin D D Evans and Karen K Lewis)
    • Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (Martin D D Evans and Karen K Lewis)
    • Exchange-Rate Dark Matter (Martin D D Evans)
  • Microstructure Models:

    • FX Trading and Exchange Rate Dynamics (Martin D D Evans)
    • Order Flow and Exchange Rate Dynamics (Martin D D Evans and Richard K Lyons)
    • Informational Integration and FX Trading (Martin D D Evans and Richard K Lyons)
    • Time-Varying Liquidity in Foreign Exchange (Martin D D Evans and Richard K Lyons)
    • Inventory Information (H Henry Cao, Martin D D Evans and Richard K Lyons)
    • Are Different-Currency Assets Imperfect Substitutes? (Martin D D Evans and Richard K Lyons)
    • Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting (Martin D D Evans and Richard K Lyons)
    • Do Currency Markets Absorb News Quickly? (Martin D D Evans and Richard K Lyons)
    • Understanding Order Flow (Martin D D Evans and Richard K Lyons)
    • How is Macro News Transmitted to Exchange Rates? (Martin D D Evans and Richard K Lyons)
  • Micro Based Models:

    • Order Flows and the Exchange Rate Disconnect Puzzle (Martin D D Evans)
    • Exchange Rate Fundamentals and Order Flow (Martin D D Evans and Richard K Lyons)
    • Order Flow Information and Spot Rate Dynamics (Martin D D Evans and Dagfinn Rime)

Readership: Graduate students and researchers who are interested to understand the behaviour of foreign exchange rates.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book collects my scholarly research on the behavior of foreign exchange rates conducted over the past twenty-five years. The collection includes papers that study the behavior of exchange rates from the traditional macroeconomic and newer microstructure perspectives. The former perspective considers the linkages between the macro economy and currency prices in an effort to understand the behavior of exchange rates over quarters, years and decades. By contrast, the microstructure perspective considers how the details of currency trading affect how macroeconomic information becomes embedded in currency prices, a process which drives exchange-rates over intraday horizons. The book also contains papers with a hybrid perspective that consider the details of currency trading and macroeconomic linkages in an effort to understand exchange-rate dynamics across all horizons.

Contents:

Readership: Graduate students and researchers who are interested to understand the behaviour of foreign exchange rates.

More books from World Scientific Publishing Company

Cover of the book Statistical Mechanics and the Physics of Many-Particle Model Systems by Martin D D Evans
Cover of the book Back-of-the-Envelope Quantum Mechanics by Martin D D Evans
Cover of the book Problems in Probability by Martin D D Evans
Cover of the book Nearrings, Nearfields and Related Topics by Martin D D Evans
Cover of the book Adolescent Medicine Today by Martin D D Evans
Cover of the book Inception Point by Martin D D Evans
Cover of the book Nuclear Structure in China 2012 by Martin D D Evans
Cover of the book Marketing Management in Geographically Remote Industrial Clusters by Martin D D Evans
Cover of the book Fiber Optic Sensors Based on Plasmonics by Martin D D Evans
Cover of the book Dialysis by Martin D D Evans
Cover of the book Synthesis and Applications of Optically Active Nanomaterials by Martin D D Evans
Cover of the book Calculating Catastrophe by Martin D D Evans
Cover of the book Birefringent Thin Films and Polarizing Elements by Martin D D Evans
Cover of the book Applied Trade Policy Modeling in 16 Countries by Martin D D Evans
Cover of the book Abstract Methods in Information Theory by Martin D D Evans
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy