Exchange rate modelling / Ronald MacDonald, Ian Marsh

Por: MacDonald, Ronald.
Colaborador(es): Marsh, Ian.
Tipo de material: materialTypeLabelLibroEditor: Bostón (Estados Unidos) : Kluwer Academic Publishers, 1999Descripción: xii, 220 páginas ; 25x16 cm.Idioma: InglésISBN: 079238668X.Materia(s): Macroeconomía | Econometría | Relaciones económicas internacionalesClasificación CDD: 332
Contenidos parciales:
1. Introduction
2. Spot and forward market relationship
3. Purchasing power parity: long and short run testing
4. The monetary approach to exchange rate modeling
5. Modelling departures from purchasing power parity
6. High frequency exchange rate modelling
7. Long-run econometric modelling of exchange rates
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Item type Current location Collection Call number Status Date due Barcode
Libro - Material General Libro - Material General Biblioteca Campus Palmas
General 332.4 M135 (Browse shelf) Available 0011036

1. Introduction

2. Spot and forward market relationship

3. Purchasing power parity: long and short run testing

4. The monetary approach to exchange rate modeling

5. Modelling departures from purchasing power parity

6. High frequency exchange rate modelling

7. Long-run econometric modelling of exchange rates

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