Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998.

We built a portfolio choice model in which agents are heterogeneous and possibly draw systematic rational forecast errors.

Year of publication:	1998
Authors:	Andrade, P. ; Bruneau, C.
Institutions:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
Subject:	EXCHANGE RATE \| FINANCIAL MARKET \| FORECASTS U.F.R. de science economiques \| gestion \| mathematiques et informatique \| avenue de la Republique 9 2001 Nanterre CEDEX. 43p

Series:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
Type of publication:	Book / Working Paper
Classification:	F30 - International Finance. General ; C20 - Econometric Methods: Single Equation Models. General ; G10 - General Financial Markets. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005618875