There is a course’s web page available at learn.luiss.it which contains updated information on the syllabus and course’s materials.
Argomenti del programma: Foreign Exchange-Rate Markets • Federal Reserve Bank of New York (2010), Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity. Covered Interest Rate Parity • OR: Chapter 8.7.5 Uncovered Interest Rate Parity • OR: Chapter 8.7.5 • Class Notes A Primer on Difference Equations • Sargent, Thomas (1987), Macroeconomic Theory, Chapter IX • Class Notes Monetary Model of the Nominal Exchange Rate…
There is a course’s web page available at learn.luiss.it which contains updated information on the syllabus and course’s materials.
Argomenti del programma: Foreign Exchange-Rate Markets • Federal Reserve Bank of New York (2010), Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity. Covered Interest Rate Parity • OR: Chapter 8.7.5 Uncovered Interest Rate Parity • OR: Chapter 8.7.5 • Class Notes A Primer on Difference Equations • Sargent, Thomas (1987), Macroeconomic Theory, Chapter IX • Class Notes Monetary Model of the Nominal Exchange Rate…
Argomenti del programma: The course will cover the following topics: (1) Exchange rate (ER) fundamentals and the forex market: functioning and history of exchange rate regimes; principles of arbitrage; interest parity conditions; hedging the ER risk in corporate business. (2) Monetary and asset approaches to the determination of the ER: money demand and money supply; equilibrium in the money market; the ER transmission channel of central…
Argomenti del programma: The course will cover the following topics: (1) Exchange rate (ER) fundamentals and the forex market: functioning and history of exchange rate regimes; principles of arbitrage; interest parity conditions; hedging the ER risk in corporate business. (2) Monetary and asset approaches to the determination of the ER: money demand and money supply; equilibrium in the money market; the ER transmission channel of central…