Pt. I. Macro models.
1. Macro models without frictions
2. Macro models with frictions
3. Empirical macro models
Pt. II. Microstructure models.
4. Rational expectations models
5. Sequential trade models
6. Currency-trading models
7. Currency-trading models : empirical evidence
8. Identifying order flow
Pt. III. Micro-based models.
9. Order flows and the macroeconomy
10. Exchange rates, order flows, and macro data releases
11. Exchange-rate risk.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
Exchange-rate dynamics by Martin D. D. Evans. ISBN 9780691150895. Published by Princeton University Press in 2011. Publication and catalogue information, links to buy online and reader comments.
