Currency Options and Exchange Rate Economics
Title | Currency Options and Exchange Rate Economics PDF eBook |
Author | Zhaohui Chen |
Publisher | World Scientific |
Total Pages | 224 |
Release | 1998 |
Genre | Business & Economics |
ISBN | 9789810226190 |
This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets. The book can be used as supplementary reading for graduate finance and international economics courses, as training material for central bank and regulatory authorities, or as a reference book for financial analysts.
The Economics of Foreign Exchange and Global Finance
Title | The Economics of Foreign Exchange and Global Finance PDF eBook |
Author | Peijie Wang |
Publisher | Springer Science & Business Media |
Total Pages | 376 |
Release | 2005 |
Genre | Business & Economics |
ISBN | 9783540212379 |
The book presents all major subjects in international monetary theory, foreign exchange markets, international financial management and investment analysis. The book is relevant to real world problems in the sense that it provides guidance on how to solve policy issues as well as practical management tasks. This in turn helps the reader to gain an understanding of the theory and refines the framework. Various topics are interlinked so the book adopts a systematic treatment of integrated materials relating different theories under various circumstances and combining theory with practice. The text examines issues in international monetary policy and financial management in a practical way, focusing on the identification of the factors and players in foreign exchange markets and the international finance arena. The book can be used in graduate and advanced undergraduate programmes in international or global finance, international monetary economics, and international financial management.
Exchange Rates and International Financial Economics
Title | Exchange Rates and International Financial Economics PDF eBook |
Author | J. Kallianiotis |
Publisher | Springer |
Total Pages | 289 |
Release | 2013-10-02 |
Genre | Business & Economics |
ISBN | 1137318880 |
The recent financial crisis has troubled the US, Europe, and beyond, and is indicative of the integrated world in which we live. Today, transactions take place with the use of foreign currencies, and their values affect the nations' economies and their citizens' welfare. Exchange Rates and International Financial Economics provides readers with the historic, theoretical, and practical knowledge of these relative prices among currencies. While much of the previous work on the topic has been simply descriptive or theoretical, Kallianiotis gives a unique and intimate understanding of international exchange rates and their place in an increasingly globalized world.
Currency Option Pricing in Credible Target Zones
Title | Currency Option Pricing in Credible Target Zones PDF eBook |
Author | Bernard Dumas |
Publisher | |
Total Pages | 32 |
Release | 1993 |
Genre | Currency convertibility |
ISBN |
This paper develops a model for valuing options on a currency which is maintained within a band. The starting point of our model is the well known Krugman model for exchange-rate behavior within a target zone. Results from model runs provide insight into evidence reported by other authors of mispricing of currency options by extensions of the Black-Scholes model.
Exchange Rate Economics
Title | Exchange Rate Economics PDF eBook |
Author | Ronald MacDonald |
Publisher | Routledge |
Total Pages | 334 |
Release | 2005 |
Genre | Foreign exchange |
ISBN | 1134838220 |
''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""
Exchange Rate Economics
Title | Exchange Rate Economics PDF eBook |
Author | Ronald MacDonald |
Publisher | Psychology Press |
Total Pages | 465 |
Release | 2007 |
Genre | Foreign exchange |
ISBN | 0415125510 |
This book examines the influence of fiscal policy on exchange rates, recent development in the econometric modelling of exchange rates, and exchange rate modelling for developing countries.
The Exchange Rate System
Title | The Exchange Rate System PDF eBook |
Author | John Williamson |
Publisher | |
Total Pages | 114 |
Release | 1983 |
Genre | Foreign exchange |
ISBN |
Now available directly from: IIE 11 Dupont Circle, NW Washington, DC 20036 Tel: (202) 328-9000 This book examines the system of flexible exchange rates, estimating misalignments of major currencies and analyzing costs and benefits of volatility and deviations from equilibrium. It considers target zones, reference rates, and other alternatives for stabilizing the system.