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S. Lardic, V. Mignon - Recent Developments on Exchange Rates, Inbunden

Inbunden, Engelska, 2004

Recent Developments on Exchange Rates

Av S. Lardic, V. Mignon

Del i serien Applied Econometrics Association Series

1169 kr

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Beskrivning
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. The second part of the book deals with econometric aspects of the exchange rate dynamics linked to regime-switching and structural breaks. In the third part of the book, an analysis of speculative attacks and monetary policy is presented.
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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.

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