for INTERNATIONAL FINANCIAL MARKETS: PRICES AND POLICIES
by Richard M. Levich
A number of data files are available to accompany International Financial Markets: Prices and Policies. To download a file, click on the highlighted file name. At this time, the following files are available:
Appendix A Purchasing Power Parity Calculations: United States and Germany
Appendix B Interest Rate Parity Calculations: Interest Rates and Forward Premium
Appendix C International Fisher Effect Calculations: United States and Germany
Chapter 4, Exercise #3 Price and exchange rate data for 22 OECD countries, 1973-1993.
Chapter 7, Exercises #2 and 3 Daily DM/$ exchange rate data 1986-1992. [In the First Edition, these are exercises #1 and 2.]
Chapter 14, Exercise #2 Data on a UK bond index, and spot and forward $/£ exchange rates.
Chapter 14, Exercise #3 Data on bond indexes, and spot and forward exchange rates for four countries.
Gizmo Global Bond Management Spreadsheet file for homework assignment in Instructor's Manual, page 14a-1.
Chapter 16, Box 16.5 Experiment with Value-at-Risk calculations for a 5 currency portfolio.
Big Mac Parity Charts
First edition (©1998), based on the April 9, 1994 issue of the Economist.
Second edition (©2001), based on the April 29, 2000 issue of the Economist.
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