Exchange-rate dynamics - Evans, Martin D. D. (Princeton Princeton University Press, 2011)
Pt. I. Macro models. -- 1. Macro models without frictions -- 2. Macro models with frictions -- 3. Empirical macro models -- Pt. II. Microstructure models. -- 4. Rational expectations models -- 5. Sequential trade models -- 6. Currency-trading models -- 7. Currency-trading models : empirical evidence -- 8. Identifying order flow -- Pt. III. Micro-based models. -- 9. Order flows and the macroeconomy -- 10. Exchange rates, order flows, and macro data releases -- 11. Exchange-rate risk.
Includes bibliographical references (p. 523-533) and index.
Keywords: Foreign exchange rates; Foreign exchange market