Recent Developments on Exchange Rates (Applied Econometrics Association Series) - Hardcover

Hardcover

ISBN 10: 1403934878 ISBN 13: 9781403934871

Publisher: Palgrave Macmillan, 2004

Synopsis

This collection examines recent developments in exchange rate analysis. In the first part, two exchange rate models are proposed: a model which combines heterogeneous agents and transaction costs, and a dynamic general-equilibrium two-country sticky-price model.

About this title

About the Author

SANDRINE LARDIC is Senior Lecturer in Economics at the University of Paris X (France) and also is consultant for Sinopia Asset Management. She carries on research concerning econometrics in the fields of financial markets and macroeconomics. She is the author of books and papers on theoretical and applied econometrics. - VALERIE MIGNON is Professor of Economics at the University of Paris X (France). She conducts research on theoretical econometric methods and applied econometrics in the fields of financial markets and macroeconomics. Her research interests include long-memory processes and non-linear econometrics. She is the author of books and papers on theoretical and applied econometrics.

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2004
• Language: English
• ISBN 10: 1403934878
• ISBN 13: 9781403934871
• Binding: Hardcover
• Number of pages: 144
• Editor: Lardic S., Mignon V.