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On exchange rates

Author: Jeffrey A Frankel
Publisher: Cambridge, Mass. : MIT Press, ©1993.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
These seventeen essays provide an accessible and thorough reference on exchange rates in the international monetary system since 1973, when the rates were allowed to float. The essays analyze such issues as exchange rate movements, exchange risk premia, investor expectations of exchange rates, and behavior of exchange rates in different systems.
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Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jeffrey A Frankel
ISBN: 0262061546 9780262061544
OCLC Number: 27034383
Description: xiv, 436 pages : illustrations ; 24 cm
Contents: Preface --
Acknowledgments --
I. The Modern International Monetary System --
1. The Flexible Exchange Rate System: Experience and Alternatives --
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 --
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? --
IV. Exchange Rate Expectations --
13. Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations --
14. Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists --
15. Chartists, Fundamentalists and Trading in the Foreign Exchange Market --
16. Foreign Exchange Intervention: An Empirical Assessment --
17. The European Monetary System: Credible in 1988-1991? --
Notes --
References --
Index.
Responsibility: Jeffrey A. Frankel.

Abstract:

These seventeen essays provide an accessible and thorough reference for understanding the role of exchange rates in the international monetary system since 1973, when the rates were allowed to float.  Read more...

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