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Exchange rate forecasters' performance: Evidence of skill?
MacDonald, Ronald; Menkhoff, Lukas; Rebitzky, Rafael R. - 2009
This paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters' performance is skill-based. 'Superior' forecasters show...
Persistent link: https://www.econbiz.de/10010264610
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Exchange rate forecaster's performance : evidence of skill?
MacDonald, Ronald; Menkhoff, Lukas; Rebitzky, Rafael R. - 2009
Persistent link: https://www.econbiz.de/10003815033
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Exchange Rate Forecasters' Performance : Evidence of Skill?
MacDonald, Ronald - 2013
This paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters' performance is skill-based. 'Superior' forecasters show...
Persistent link: https://www.econbiz.de/10013095998
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Expectations formation and risk in three financial markets : surveying what the surveys say
MacDonald, Ronald - In: Journal of economic surveys 14 (2000) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10001470021
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Is the foreign exchange market 'risky'? : Some new survey-based results
MacDonald, Ronald - In: Journal of multinational financial management 10 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001481094
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Exchange rate survey data : a disaggregated G-7 perspective
MacDonald, Ronald - 1992
Persistent link: https://www.econbiz.de/10000139392
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Short-term horizons in foreign exchange? : Survey evidence from dealers and fund managers
Menkhoff, Lukas - In: Kyklos : international review for social sciences 54 (2001) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001564581
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Exchange rate modelling
MacDonald, Ronald; Marsh, Ian - 1999
Persistent link: https://www.econbiz.de/10001422339
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Exchange rate economics
MacDonald, Ronald (contributor); Taylor, Mark P. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000874975
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Decision rules, expectations and efficiency in two foreign exchange markets
MacDonald, Ronald; Young, Robert - In: De economist : Netherlands economic review ; quarterly … 134 (1986) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10001024713