International Financial Markets:
Prices and Policies

by

Richard M. Levich



© 2001, McGraw-Hill/Irwin


TABLE OF CONTENTS

I.  Introduction and Overview
Chapter 1. Introduction to the Study of International Financial Markets
Chapter 2. An Overview of International Monetary Systems and Recent Developments in International Financial Markets

II.  Foreign Exchange Markets
Chapter 3. Market Structure and Institutions
Chapter 4. International Parity Conditions: Purchasing Power Parity
Chapter 5. International Parity Conditions: Interest Rate Parity and the Fisher Parities
Chapter 6. Determination of Spot Exchange Rates
Chapter 7. Foreign Exchange Market Efficiency
Chapter 8. Foreign Exchange Rate Forecasting

III.  Offshore Financial Markets
Chapter 9. Eurocurrency Markets
Chapter 10. Eurobond Markets

IV.  Derivative Security Markets: Futures, Options and Swaps
Chapter 11. Currency and Interest Rate Futures
Chapter 12. Currency and Interest Rate Options
Chapter 13. Currency and Interest Rate Swaps

V.  International Asset Portfolios
Chapter 14. Bond Portfolios
Chapter 15. Equity Portfolios

VI.  International Asset Portfolios and Financial Risk Management
Chapter 16. Measuring and Managing the Risk of International Financial Positions

VII.  Regulatory Issues
Chapter 17. Giving Direction to International Financial Markets: Regulation and Intervention in the Competitive Marketplace

Richard M. Levich  |  Tel: (212) 998-0422  |  Fax: (212) 995-4220  |  E-mail: rlevich@stern.nyu.edu
KMEC 9-72, 44 West 4th Street, New York, NY 10012