Theoretical and Empirical Essays on the Determination of Spot and Forward Exchange Rates

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ISBN 13 :
Total Pages : 484 pages
Book Rating : 4.:/5 (925 download)

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Book Synopsis Theoretical and Empirical Essays on the Determination of Spot and Forward Exchange Rates by : Thomas C. Glaessner

Download or read book Theoretical and Empirical Essays on the Determination of Spot and Forward Exchange Rates written by Thomas C. Glaessner and published by . This book was released on 1982 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Theoretical and empirical essays on the determination of spot and forwrd exchange rates

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Publisher :
ISBN 13 :
Total Pages : 242 pages
Book Rating : 4.:/5 (253 download)

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Book Synopsis Theoretical and empirical essays on the determination of spot and forwrd exchange rates by : Thomas Charles Glaessner

Download or read book Theoretical and empirical essays on the determination of spot and forwrd exchange rates written by Thomas Charles Glaessner and published by . This book was released on 1982 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Three Essays on Spot and Forward Foreign Exchange Rates

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Publisher :
ISBN 13 :
Total Pages : 266 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Three Essays on Spot and Forward Foreign Exchange Rates by : Peter L. Bossaerts

Download or read book Three Essays on Spot and Forward Foreign Exchange Rates written by Peter L. Bossaerts and published by . This book was released on 1986 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

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Publisher : CRC Press
ISBN 13 : 9783718604159
Total Pages : 198 pages
Book Rating : 4.6/5 (41 download)

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Book Synopsis Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets by : xxx Hodrick

Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by xxx Hodrick and published by CRC Press. This book was released on 1987-08-25 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1987. Routledge is an imprint of Taylor & Francis, an informa company.

Essays on Exchange Rate Determination

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ISBN 13 :
Total Pages : 290 pages
Book Rating : 4.:/5 (413 download)

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Book Synopsis Essays on Exchange Rate Determination by : Rangan Varadan

Download or read book Essays on Exchange Rate Determination written by Rangan Varadan and published by . This book was released on 1998 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the second essay presented in Chapter III, I explain the failure of UFRH based on the argument of existence of time-varying risk premium. I investigate the pricing of forward contracts in the context of conditional international asset pricing models. In contrast to much of this previous work, I consider generalizations in two important dimensions. First, the international asset pricing model (IAPM) is specified in a conditional environment. Second, in this chapter I treat the pricing of forward contracts in a framework that allows for more than one source of risk. The strongest support to the model's restrictions comes from using a set of country-specific variables in a two-factor setting. This implies that, in the forward exchange market, the exchange, rate risk is an important factor. Furthermore, the evidence supports the idea that deviations from the expected future spot rate are due to a risk premium.

The Theory of Forward Exchange

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ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.X/5 ( download)

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Book Synopsis The Theory of Forward Exchange by : Egon Sohmen

Download or read book The Theory of Forward Exchange written by Egon Sohmen and published by . This book was released on 1966 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Theory of Exchange Rate Determination and an Analysis of Spot and Forward Rate Differentials

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Publisher :
ISBN 13 :
Total Pages : 178 pages
Book Rating : 4.:/5 (18 download)

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Book Synopsis The Theory of Exchange Rate Determination and an Analysis of Spot and Forward Rate Differentials by : Saul Mandel

Download or read book The Theory of Exchange Rate Determination and an Analysis of Spot and Forward Rate Differentials written by Saul Mandel and published by . This book was released on 1982 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A STUDY OF THE FOREIGN EXCHANGE MARKET: AN EMPIRICAL ANALYSIS OF THE FORWARD EXCHANGE RATE AS AN UNBIASED PREDICTOR OF THE FUTURE SPOT EXCHANGE RATE.

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (939 download)

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Book Synopsis A STUDY OF THE FOREIGN EXCHANGE MARKET: AN EMPIRICAL ANALYSIS OF THE FORWARD EXCHANGE RATE AS AN UNBIASED PREDICTOR OF THE FUTURE SPOT EXCHANGE RATE. by :

Download or read book A STUDY OF THE FOREIGN EXCHANGE MARKET: AN EMPIRICAL ANALYSIS OF THE FORWARD EXCHANGE RATE AS AN UNBIASED PREDICTOR OF THE FUTURE SPOT EXCHANGE RATE. written by and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Monetary Approach to the Balance of Payments

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Publisher : Routledge
ISBN 13 : 1135043493
Total Pages : 389 pages
Book Rating : 4.1/5 (35 download)

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Book Synopsis The Monetary Approach to the Balance of Payments by : Jacob Frenkel

Download or read book The Monetary Approach to the Balance of Payments written by Jacob Frenkel and published by Routledge. This book was released on 2013-07-18 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects together the basic documents of an approach to the theory and policy of the balance of payments developed in the 1970s. The approach marked a return to the historical traditions of international monetary theory after some thirty years of departure from them – a departure occasioned by the international collapse of the 1930s, the Keynesian Revolution and a long period of war and post-war reconstruction in which the international monetary system was fragmented by exchange controls, currency inconvertibility and controls over international trade and capital movements.

The Simultaneous Determination of Spot and Forward Exchange Rates

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Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (122 download)

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Book Synopsis The Simultaneous Determination of Spot and Forward Exchange Rates by : Jay H. Levin

Download or read book The Simultaneous Determination of Spot and Forward Exchange Rates written by Jay H. Levin and published by . This book was released on 1983 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Risk Premium, Forward and Spot Exchange Rates

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Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (743 download)

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Book Synopsis The Risk Premium, Forward and Spot Exchange Rates by : Maria K. Konasiewicz

Download or read book The Risk Premium, Forward and Spot Exchange Rates written by Maria K. Konasiewicz and published by . This book was released on 1989 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Theory And Empirics Of Exchange Rates

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Publisher : World Scientific
ISBN 13 : 9814468509
Total Pages : 512 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis The Theory And Empirics Of Exchange Rates by : Imad A Moosa

Download or read book The Theory And Empirics Of Exchange Rates written by Imad A Moosa and published by World Scientific. This book was released on 2009-07-15 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.

Floating Exchange Rates, Expectations and New Information

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Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (122 download)

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Book Synopsis Floating Exchange Rates, Expectations and New Information by : Sebastian Edwards

Download or read book Floating Exchange Rates, Expectations and New Information written by Sebastian Edwards and published by . This book was released on 1983 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper analyzes the relationship between forward exchange rates, future spot rates and new information. A stochastic model of exchangerate determination is used to formally show how unanticipated changes in the exchange rate determinants (or "news") affect the spot rate. The empirical analysis indicates that "new information" plays an important role in explaining the market forecasting error, or difference between the spot rate and the forward rate, determined in the previous period

Three Empirical Essays on the Nontraded Goods Approach to Real Exchange Rate Determination

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Publisher :
ISBN 13 :
Total Pages : 274 pages
Book Rating : 4.:/5 (369 download)

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Book Synopsis Three Empirical Essays on the Nontraded Goods Approach to Real Exchange Rate Determination by : Vikas Kakkar

Download or read book Three Empirical Essays on the Nontraded Goods Approach to Real Exchange Rate Determination written by Vikas Kakkar and published by . This book was released on 1996 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essays on Production-based Exchange Rates and Uncertainty

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ISBN 13 :
Total Pages : 159 pages
Book Rating : 4.:/5 (11 download)

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Book Synopsis Essays on Production-based Exchange Rates and Uncertainty by : Luis Iván Alfaro Dardon

Download or read book Essays on Production-based Exchange Rates and Uncertainty written by Luis Iván Alfaro Dardon and published by . This book was released on 2017 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation examines both the determinants and the effects of exchange rate dynamics. The work is both theoretical and empirical and examines exchange rates from the perspective of investment and production activity. The dissertation is divided into three chapters.

Exchange Rates and International Macroeconomics

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Publisher : University of Chicago Press
ISBN 13 : 0226262537
Total Pages : 393 pages
Book Rating : 4.2/5 (262 download)

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Book Synopsis Exchange Rates and International Macroeconomics by : Jacob A. Frenkel

Download or read book Exchange Rates and International Macroeconomics written by Jacob A. Frenkel and published by University of Chicago Press. This book was released on 2010-01-15 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, presenting some of the finest new research on exchange rates and international macroeconomics, contains papers and critical commentary by thirty-two leading economists. Taken together, these papers provide sound evidence about the effects of real and monetary factors on exchange rates and extend the analyses of exchange rates and international macroeconomics by outlining the kinds of behavior and institutional arrangements that can be incorporated into such analyses. Both empirical and theoretical research are represented, and the contributors analyze such issues as the performance of various models of exchange rate determination, the role of risk and speculation in the forward market for foreign exchange, the rational expectations hypothesis in such markets, the performance of monetary policy in ten industrial countries, the role that labor market contracts play in exchange rate policies, the effect of he oil shocks on the evolution of exchange rates, and the output cost of bringing down inflation in the open economy.

The Theory and Empirics of Exchange Rates

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Publisher :
ISBN 13 : 9789812839541
Total Pages : 483 pages
Book Rating : 4.8/5 (395 download)

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Book Synopsis The Theory and Empirics of Exchange Rates by : Imad A. Moosa

Download or read book The Theory and Empirics of Exchange Rates written by Imad A. Moosa and published by . This book was released on 2010 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research. Sample Chapter(s). Chapter 1: Why DoWe Study Exchange Rates? (214 KB). Contents: Why Do We Study Exchange Rates?; 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; Concluding Thoughts and Remarks. Readership: Graduate students and researchers in international finance and open-economy macroeconomics; policy-makers in central and treasury banks; professional economists and forecasters.