On exchange rates /
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| Author / Creator: | Frankel, Jeffrey A. |
|---|---|
| Imprint: | Cambridge, Mass. : MIT Press, c1993. |
| Description: | xiv, 436 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1462885 |
Table of Contents:
- I. The Modern International Monetary System. 1. The Flexible Exchange Rate System: Experience and Alternatives / Jeffrey A. Frankel and Rudiger Dornbusch. 2. Quantifying International Capital Mobility in the 1980s
- II. The Determination of Exchange Rate Movements. 3. On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials. 4. Monetary and Portfolio-Balance Models of the Determination of Exchange Rates. 5. Why Interest Rates React to Money Announcements: An Explanation from the Foreign Exchange Market / Jeffrey A. Frankel and Charles Engel. 6. Six Possible Meanings of "Overvaluation": The 1981-85 Dollar. 7. Zen and the Art of Modern Macroeconomics: The Search for Perfect Nothingness
- III. Is There an Exchange Risk Premium? 8. Tests of Rational Expectations in the Forward Exchange Market. 9. The Diversifiability of Exchange Risk. 10. In Search of the Exchange Risk Premium: A Six-Currency Test Assuming Mean-Variance Optimization. 11. Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium. 12. Forward Discount Bias: Is it an Exchange Risk Premium? / Jeffrey A. Frankel and Kenneth A. Froot
- IV. Exchange Rate Expectations. 13. Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations / Jeffrey A. Frankel and Kenneth A. Froot. 14. Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists / Jeffrey A. Frankel and Kenneth A. Froot. 15. Chartists, Fundamentalists and Trading in the Foreign Exchange Market / Jeffrey A. Frankel and Kenneth A. Froot. 16. Foreign Exchange Intervention: An Empirical Assessment / Jeffrey A. Frankel and Kathryn M. Dominguez. 17. The European Monetary System: Credible in 1988-1991? / Jeffrey A. Frankel and Steven Phillips.