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VDM Verlag Monetary Models of Exchange Rate Nonlinearity Matters

Name: Monetary Models of Exchange Rate Nonlinearity Matters
Brand: VDM Verlag
Price: 56.44 GBP
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Professional Finance

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Description

This book demonstrates that nonlinearity matters in the study of exchange rate. It includes discussion on the theoretical and empirical aspects of nonlinearity in exchange rate. It puts forward that linear monetary exchange rate model can be extended into the nonlinear framework, which is more relevant to the contemporary development in exchange rate study. Various monetary models are discussed and the validity of these models in the context of ASEAN-5 countries is examined. Notably, this book offers detailed discussions on the practical aspects of the relevant nonlinear econometrics procedures for the testing of integration order, cointegration and exogeneity, and for modeling and forecasting. These procedures are also useful for studies other than exchange rate. Besides, this book provides overview on the historical exchange rates developments in general and the experience of ASEAN-5 countries in specific.

Product Specifications

Brand: VDM Verlag
Format: paperback
ASIN: 3639067223
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 06 October 2008
Listed Since: 29 December 2008

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It has never been this cheap. We have no record of a lower price.

VDM Verlag Monetary Models of Exchange Rate Nonlinearity Matters

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Price Distribution

Price Analysis

Description

Product Specifications

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Similar Products You Might Like

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