The economics of exchange rates

Bibliographic Details
Main Authors: Sarno, Lucio (Author), Taylor, Mark P. , 1958- (Author)
Format: Book
Language:English
Published: Cambridge ; New York : Cambridge University Press , 2002
Subjects:
Table of Contents:
  • 1. Introduction
  • 2. Foreign exchange market efficiency
  • 3. Purchasing power parity and the real exchange rate
  • 4. Exchange rate determination: theories and evidence
  • 5. New open-economy macroeconomics
  • 6. Currency unions, pegged exchange rates and target zone model
  • 7. Official intervention in the foreign exchange market
  • 8. Models of currency crisis and speculative attack
  • 9. Foreign exchange market microstructure