Utvidet returrett til 31. januar 2024

Role of the Current Account in Asset Market Models of Exchange Rate Determination

Om Role of the Current Account in Asset Market Models of Exchange Rate Determination

Frontmatter -- Acknowledgements -- CONTENTS -- ABBREVIATIONS -- Outline -- PART I: THEORETICAL FOUNDATIONS -- 1. Introduction: Exchange Rate Theories and the Current Account -- 2. The Monetary Approach -- 3. Portfolio Balance and Wealth Redistribution Effects of the Current Account -- 4. Exchange Rate Expectations and the Current Account -- 5. Diversified Current Account Financing in Portfolio Balance Models -- APPENDICES -- PART I I : EMPIRICAL EVIDENCE -- 6. Introduction and Outline -- 7. Testing the Basic Model: The Approach of Branson, Halttunen and Hasson -- 8. Testing a Multi-Country Model: The Approach of Martin and Masson -- 9. The Standard Portfolio Model: further Empirical Evidence -- 10. Diversified Current-Account Financing: Some Empirical Signs of Its Significance in the Deutsche Mark/US Dollar Case -- 11. Negative Net Foreign Asset Positions: Exchange Rate Stability in Portfolio Balance Models -- Appendices -- REFERENCES

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  • Språk:
  • Engelsk
  • ISBN:
  • 9783110113464
  • Bindende:
  • Hardback
  • Sider:
  • 404
  • Utgitt:
  • 1. april 1987
  • Utgave:
  • 2019
  • Vekt:
  • 754 g.
  • BLACK NOVEMBER
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Forventet levering: 29. november 2024

Beskrivelse av Role of the Current Account in Asset Market Models of Exchange Rate Determination

Frontmatter -- Acknowledgements -- CONTENTS -- ABBREVIATIONS -- Outline -- PART I: THEORETICAL FOUNDATIONS -- 1. Introduction: Exchange Rate Theories and the Current Account -- 2. The Monetary Approach -- 3. Portfolio Balance and Wealth Redistribution Effects of the Current Account -- 4. Exchange Rate Expectations and the Current Account -- 5. Diversified Current Account Financing in Portfolio Balance Models -- APPENDICES -- PART I I : EMPIRICAL EVIDENCE -- 6. Introduction and Outline -- 7. Testing the Basic Model: The Approach of Branson, Halttunen and Hasson -- 8. Testing a Multi-Country Model: The Approach of Martin and Masson -- 9. The Standard Portfolio Model: further Empirical Evidence -- 10. Diversified Current-Account Financing: Some Empirical Signs of Its Significance in the Deutsche Mark/US Dollar Case -- 11. Negative Net Foreign Asset Positions: Exchange Rate Stability in Portfolio Balance Models -- Appendices -- REFERENCES

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