Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Katarina Juselius, Josh R. Stillwagon
| Year of publication: |
2018
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|---|---|
| Authors: | Jusélius, Katarina ; Stillwagon, Josh R. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 83.2018, p. 93-105
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| Subject: | Exchange rates | Survey forecasts | Speculative bubbles | Expectations | Imperfect knowledge | I(2) CVAR | Erwartungsbildung | Expectation formation | Wechselkurs | Exchange rate | Rationale Erwartung | Rational expectations | Spekulationsblase | Bubbles | Zins | Interest rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2018.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000315