The economics of exchange rates / Lucio Sarno and Mark P. Taylor ; with a foreword by Jeffrey A. Frankel.

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Published: Cambridge ; New York : Cambridge University Press, 2002.
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082 0 0 |a 332.4/56  |2 21 
097 |3 Bib#:  |a 1027941 
100 1 |a Sarno, Lucio. 
245 1 4 |a The economics of exchange rates /  |c Lucio Sarno and Mark P. Taylor ; with a foreword by Jeffrey A. Frankel. 
260 |a Cambridge ;  |a New York :  |b Cambridge University Press,  |c 2002. 
300 |a xii, 318 p. :  |b ill. ;  |c 26 cm. 
504 |a Includes bibliographical references and indexes. 
505 0 0 |t Foreword /  |r Jeffrey A. Frankel --  |g 1.  |t Introduction --  |g 2.  |t Foreign exchange market efficiency --  |g App. A.  |t Mean of a log-normally distributed variable --  |g App. B.  |t Siegel's paradox --  |g App. C.  |t Generalised method-of-moments estimators --  |g App. D.  |t Cointegration and the Granger representation theorem --  |g 3.  |t Purchasing power parity and the real exchange rate --  |g 4.  |t Exchange rate determination: theories and evidence --  |g 5.  |t New open-economy macroeconomics --  |g 6.  |t Currency unions, pegged exchange rates and target zone models --  |g App. A.  |t The method of simulated moments --  |g 7.  |t Official intervention in the foreign exchange market --  |g 8.  |t Models of currency crisis and speculative attack --  |g 9.  |t Foreign exchange market microstructure. 
650 0 |a Foreign exchange rates. 
700 1 |a Taylor, Mark P.,  |d 1958- 
991 |a 2006-10-13 
992 |a Created by sico, 13/10/2006. Updated by glwo, 13/12/2006. 
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952 f f |p For loan  |a University Of Canterbury  |b UC Libraries  |c Central Library  |d Central Library, Level 9  |t 0  |e HG 3821 .S246 2002  |h Library of Congress classification  |i Book  |m AU13602500B