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Imperfect knowledge economics: exchange rates and risk/ Roman Frydman, Michael D. Goldberg and Edmund S. Phelps

By: Frydman, RomanContributor(s): Goldberg, Michael D | Phelps, Edmund SMaterial type: Text

TextPublication details: New Jersey: Princeton University Press, 2007Description: xx, 340 p. ; 24 cmISBN: 9780691121604Subject(s): Macroeconomics | Rational expectations (Economic theory) | Equilibrium (Economics) | Foreign exchangeDDC classification: 330

Contents:

pt. I. From early modern economics to imperfect knowledge economics. Recognizing the limits of economists' knowledge ; A tradition interrupted ; Flawed foundations : the gross irrationality of 'rational expectations' and behavioral models ; Reconsidering modern economics ; Imperfect knowledge economics of supply and demand. -- pt. II. ' Anomalies' in contemporary models of currency markets. The overreach of contemporary models of asset markets ; The 'puzzling' behavior of exchange rates : lost fundamentals and long swings ; 'Anomalous' returns of foreign exchange : is it really irrationality?. -- pt. III. Imperfect knowledge economics of exchange rates and risk. Modelling preferences in asset markets : experimental evidence and imperfect knowledge ; Modeling individual forecasting strategies and their revisions ; Bulls and bears in equilibrium : uncertainty-adjusted uncovered interest parity ; IKE of the premium on foreign exchange : theory and evidence ; The forward discount 'anomaly' : the peril of fully prescpecifying market efficiency ; Imperfect knowledge and long swings in the exchange rate ; Exchange rates and macroeconomic fundamentals : abandoning the search for a fully predetermined relationship.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	330 FRY/I (Browse shelf(Opens below))	Available		P04292

Total holds: 0

pt. I.
From early modern economics to imperfect knowledge economics. Recognizing the limits of economists' knowledge ;
A tradition interrupted ;
Flawed foundations : the gross irrationality of 'rational expectations' and behavioral models ;
Reconsidering modern economics ;
Imperfect knowledge economics of supply and demand. --

pt. II. '
Anomalies' in contemporary models of currency markets.
The overreach of contemporary models of asset markets ;
The 'puzzling' behavior of exchange rates : lost fundamentals and long swings ;
'Anomalous' returns of foreign exchange : is it really irrationality?. --

pt. III.
Imperfect knowledge economics of exchange rates and risk. Modelling preferences in asset markets : experimental evidence and imperfect knowledge ;
Modeling individual forecasting strategies and their revisions ;
Bulls and bears in equilibrium : uncertainty-adjusted uncovered interest parity ;
IKE of the premium on foreign exchange : theory and evidence ; The forward discount 'anomaly' : the peril of fully prescpecifying market efficiency ;
Imperfect knowledge and long swings in the exchange rate ; Exchange rates and macroeconomic fundamentals : abandoning the search for a fully predetermined relationship.

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