| 청구기호 |
332.4 E92s |
| 형태사항 |
xiii, 776 pages : illustrations ; 23 cm
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references.
|
| 내용 |
The response of exchange rates to permanent and transitory shocks under floating exchange rates / Martin D. D. Evans and James R. Lothian -- Trends in excess returns in currency and bond markets / Martin D. D. Evans and Karen K. Lewis -- Do long-term swings in the dollar affect estimates of the risk premia? / Martin D. D. Evans and Karen K. Lewis -- Exchange-rate dark matter / Martin D. D. Evans -- Fx trading and exchange rate dynamics / Martin D. D. Evans -- Order flow and exchange rate dynamics / Martin D. D. Evans and Richard K. Lyons -- Informational integration and fx trading / Martin D. D. Evans and Richard K. Lyons -- Time-varying liquidity in foreign exchange / Martin D. D. Evans and Richard K. Lyons -- Inventory information / H. Henry Cao, Martin D. D. Evans and Richard K. Lyons -- Are different-currency assets imperfect substitutes? / Martin D. D. Evans and Richard K. Lyons -- Meese-rogoff redux: micro-based exchange-rate forecasting / Martin D. D. Evans and Richard K. Lyons -- Do currency markets absorb news quickly? / Martin D. D. Evans and Richard K. Lyons -- Understanding order flow / Martin D. D. Evans and Richard K. Lyons -- How is macro news transmitted to exchange rates? / Martin D. D. Evans and Richard K. Lyons -- Order flows and the exchange rate disconnect puzzle / Martin D. D. Evans -- Exchange rate fundamentals and order flow / Martin D. D. Evans and Richard K. Lyons -- Order flow information and spot rate dynamics / Martin D. D. Evans and Dagfinn Rime -- .
|
| 주제 |
Foreign exchange rates --Econometric models.
FOREIGN
EXCHANGE
ECONOMICS
|
| LCCN |
2016056654
|
| ISBN |
9789813147560
|
| QR CODE |
|
