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Kiel Institute for the World Economy IfW

Dates:
February 23-27, 2015
Description:
Selected course of the Kiel Institute Advanced Studies Program "Exchange-Rate Economics"
Location:
Kiel, IfW, Germany
Subject:
Exchange-Rate Economics - Lucio Sarno (City University, London) This five-day course provides an overview of selected topics in exchange rate economics. The topics covered include: (i) the interest rate parity conditions that underlie exchange rate economics, with a focus on understanding the foreign exchange risk premium; (ii) the behavior of the real exchange rate and deviations from purchasing power parity; (iii) the modeling of equilibrium real exchange rates, and exchange rate management through official foreign exchange market intervention; (iv) 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; (v) 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:
https://www.ifw-kiel.de/ausbildung/asp/outlines/paper/Sarno_15.pdf

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