Quantitative Exchange Rate Economics in Developing Countries: A New Pragmatic Decision Making Approach

ISBN-13: 9781349281510 / Angielski / Miękka / 2007 / 152 str.

M. Rusydi;S. Islam

Opis

This book examines the options for adopting an appropriate model of the exchange rate determination and its associated regime suitable for developing countries. It shows that a credible exchange rate regime and policy may mitigate the flight to currency from broad money, and ensure stability and certainty for private sectors.

Recenzje

'This book makes a huge impact on our understanding of the exchange rate determination in developing countries. I strongly recommend you to read this book.' - Professor Dr Syahril Sabirin, former Governor of Bank Indonesia (Indonesian Central Bank)

'This book gives a very high quality and significant contribution to the research in exchange rate determination and financial economics in general. This is a book that must be read.' - Professor Dr Datuk Mashkuri Yaacob, Vice Chancellor, Tenaga National University, Malaysia

'This book develops a unified approach to the analysis of exchange rate determination in developing countries. Its quantitative approach is very sophisticated and relevant to the application of the finance software.' - Ichad Irsyad, Microsoft, Seattle.

'I find this book a valuable contribution to the literature in international finance. It is very useful to researchers, academics, practitioners, policy makers, and postgraduate students.' - Nevi Danila PhD, President, Malangkucecwara School of Economics, Malang

Spis treści

Introduction Exchange Rate Economics: Issues, Regime Choice and Modelling Exchange Rate Economics in Developing Countries: Indonesian Exchange Rate Analysis Market Models and Applications Shadow Price of Exchange Rate Time Series Analysis and Misalignment Policy Regime Choice and Implications Summary and Conclusion

O autorze

M. RUSYDI is a Practitioner in Share and Derivative Markets. He is a Lecturer in Finance and Financial Planning at Deakin University, Australia. He was also associated with the Financial Modelling Program at Centre of Strategic Economics Studies, Victoria University, Australia, and has presented a number of papers at international conferences. He has an extensive experience in the oil and retail sectors in the Asia Pacific region. He is a certified Financial Planner and a certified Derivative Adviser.

SARDAR M.N. ISLAM is Professor of Welfare and Environmental Economics and Director of the Sustainable Growth Program at the Centre for Strategic Studies, Victoria University, Australia. His areas of teaching and research interests in economics are welfare economics, computerized economic modelling, development and growth economics, environmental and resource economics and health economics. He has published extensively.