Exchange rate modelling
/ Ronald MacDonald, Ian Marsh
- xii, 220 páginas ; 25x16 cm.
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