Search Results - subject:"Expectational errors"

Narrow search

Uncovered interest rate parity redux : non-uniform effects

Cheung, Yin-Wong; Wang, Wenhao - In: Journal of empirical finance 67 (2022), pp. 133-151

Persistent link: https://www.econbiz.de/10013464380

Foreign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors

Moon, Seongman - In: East Asian Economic Review (EAER) 22 (2018) 4, pp. 467-505

to generate negative serial dependence of excess returns, while expectational errors models tend to generate positive …

Persistent link: https://www.econbiz.de/10015397979

Foreign exchange return predictability : rational expectations risk premium vs. expectational errors

Moon, Seongman - In: East Asian economic review 22 (2018) 4, pp. 467-505

Persistent link: https://www.econbiz.de/10011998656

Using book-to-market ratio, accounting strength, and momentum to construct a value investing strategy : the case of Spain

Forner, Carlos; Vázquez Veira, Pablo J. - In: Spanish journal of finance & accounting : the official … 48 (2019) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10012176412

On the Determinacy of Monetary Policy under Expectational Errors

Chadha, J.S.; Corrado, L. - Faculty of Economics, University of Cambridge - 2007

Forward looking agents with expectational errors provide a problem for monetary policy. We show that under such …

Persistent link: https://www.econbiz.de/10005783791

On the Determinacy of Monetary Policy under Expectational Errors

Chadha, Jagjit S.; Corrado, Luisa - Centre for Dynamic Macroeconomic Analysis, University … - 2006

Forward looking agents with expectational errors provide a problem for monetary policy. We show that under such … Expectational Errors * Jagjit S. Chadha † BNP Paribas Luisa Corrado ‡ University of Cambridge and University of Rome Tor Vergata … MARCH 2006 REVISED APRIL 2007 ABSTRACT Forward looking agents with expectational errors provide a problem for …

Persistent link: https://www.econbiz.de/10005671101

I discovered the peso problem: Irving Fisher and the UIP puzzle

Lothian, James R.; Pownall, Rachel A.J.; Koedijk, Kees G. - In: Journal of International Money and Finance 38 (2013) C, pp. 5-17

Irving Fisher was the first economist to posit what has come to be known as uncovered interest parity relation. He was also the first to offer a peso-problem type explanation for important episodes in which it was violated. After reviewing his theoretical and empirical work on this subject, we...

Persistent link: https://www.econbiz.de/10010719320

I discovered the peso problem: Irving Fisher and the UIP puzzle

Lothian, James R.; Pownall, Rachel A. J.; Koedijk, Kees - In: Journal of international money and finance 38 (2013), pp. 5-17

Persistent link: https://www.econbiz.de/10010228930