Models of exchange rate expectations : how much heterogeneity?
Agnés Bénassy-Quéré; Sophie Larribeau; Sophie Larribeau
| Year of publication: |
2003
|
|---|---|
| Authors: | Bénassy-Quéré, Agnès ; Larribeau, Sophie ; MacDonald, Ronald |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 13.2003, 2, p. 113-136
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| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Regressionsanalyse | Regression analysis | Adaptive Erwartungen | Adaptive expectations | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001950037