Recent Developments on Exchange Rates

Front Cover
Sandrine Lardic, Valerie Mignon
Palgrave Macmillan, Jan 29, 2004 - Business & Economics - 118 pages
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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About the author (2004)

WOLFRAM BERGER Lecturer, University of Hagen, Germany GEIR BJØNNES Associate Professor, Norwegian School of Management, University of Oslo, Norway HAFEDH BOUAKEZ Senior Analyst, International Department, Bank of Canada MARIO CERRATO Lecturer in Finance, London Metropolitan University CHRISTOPHE CHARMLEY Professor, Boston University, USA YIN-WONG CHEUNG Professor of Economics, University of California, USA PAUL DE GRAUWE Professor of International Economics, University of Leuven, Belgium ULF ERLANDSSON Ph.D. student, Lund University, Sweden MARIANNA GRIMALDI Ph.D. student, University of Leuven, Belgium DAGFINN RIME Researcher, Norges Bank, Norway NICHOLAS SARANTIS Professor of International Finance, London Metropolitan University, UK HAAKON O. A. A. SOLHEIM Ph.D. student, Norwegian School of Management, Norway.

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