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Foreign exchange market intervention using an ECU-indicator
De Grauwe, Paul - In: European Monetary Union, (pp. 95-119). 1982
Persistent link: https://www.econbiz.de/10014538626
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On the nature of risk in the foreign exchange markets : evidence from the dollar and the EMS markets
De Grauwe, Paul - 1989
Persistent link: https://www.econbiz.de/10000776932
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Psychological barriers in the foreign exchange markets
De Grauwe, Paul; Decupere, Danny - 1991
Persistent link: https://www.econbiz.de/10000836569
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Deterministic chaos in the foreign exchange market
De Grauwe, Paul; Vansanten, Kris - 1990
Persistent link: https://www.econbiz.de/10000782544
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On the nature of risk in the foreign exchange markets : evidence from the dollar- and the EMS-markets
De Grauwe, Paul - 1988
Persistent link: https://www.econbiz.de/10000751157
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Foreign exchange market interventions using an ECU-indicator
De Grauwe, Paul; Bergh, Paul van den - 1980
Persistent link: https://www.econbiz.de/10000034157
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel (contributor); De Grauwe, Paul (contributor);  … - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003113337
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003090615
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Fundamental and non-fundamental equilibria in the foreign exchange market : a behavioural finance framework
De Grauwe, Paul (contributor); Dieci, Roberto (contributor);  … - 2005
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10002749785
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Fundamental and non-fundamental equilibria in the foreign exchange market : a behavioural finance framework ; presented at CESifo Area Conference on Macro, Money and International Finance, February 2005
De Grauwe, Paul; Dieci, Roberto; Grimaldi, Marianna - 2005
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10002797927