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Kiel Institute for the World Economy IfW

Dates:
February 25-March 01, 2013
Description:
Selected course of the Kiel Institute Advanced Studies Program "Exchange-Rate Economics"
Location:
Kiel, IfW, Germany
Subject:
The Kiel Institute offers the possibility of attending selected courses of its Advanced Studies Program. Lucio Sarno (Professor of Finance and Head of the Finance Faculty, Cass Business School, London Research Fellow, Centre for Economic Policy Research (CEPR)) This five-day course provides an overview of selected topics in exchange rate economics. The topics covered include: - the interest rate parity conditions that underlie exchange rate economics, with a focus on understanding the foreign exchange risk premium; - the behavior of the real exchange rate and deviations from purchasing power parity; - the modeling of equilibrium real exchange rates, and exchange rate management through official foreign exchange market intervention; - the relationship between the nominal exchange rate and economic fundamentals suggested by open-economy macroeconomic theory, with reference to in-sample modeling and out-of-sample forecasting of the exchange rate; - other approaches to explaining and forecasting exchange rates, including models exploiting the information in the term structure of forward premia and microstructural models based on order flow. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
F
Sponsor:
URL:
http://www.ifw-kiel.de/ausbildung/asp/outlines/paper/Sarno.pdf

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