书目详细信息
： Studies in foreign exchange economics /
书目信息 机读格式(MARC)
| ISBN： | 9789813147560 : |
|---|---|
| 编目源： | DLC DLC DLC |
| 个人名称： | Evans, Martin D. D., |
| 题名： | Studies in foreign exchange economics / Martin D. D. Evans, Georgetown University, USA. |
| 索书号： | F830.73/E92-2E |
| 载体形态： | xiii, 776 pages : illustrations ; 23 cm |
| 书目附注： | Includes bibliographical references. |
| 格式化内容附注： | 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 -- . |