The theory and empirics of exchange rates / Imad A. Moosa, Razzaque H. Bhatti.

Format:

Book

Contributor:

Moosa, Imad A.

Bhatti, Razzaque H., 1956-

Language:

English

Subjects (All):

Foreign exchange rates.

Foreign exchange.

Foreign exchange rates--Mathematical models.

Physical Description:

1 online resource (xxvii, 483 p. ) ill.

Edition:

1st ed.

Place of Publication:

Singapore ; Hackensack, NJ : World Scientific, c2010.

Language Note:

English

Summary:

This book provides a comprehensive survey of of the theory of and empirical evidence on the determination and effects of exchange rates. It utilises both diagrammatic and mathematical representation of the underlying models, resulting in a comprehensive reference for those engaged in this field of study.

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.

Notes:

Formerly CIP.

Includes bibliographical references and index.

ISBN:

9786612757785

9781282757783

1282757784

9789812839541

9812839542

OCLC:

729020041