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Cracks in the Crystal Ball : What Happens to Firms’ Foreign Exchange Rate Exposure When Forecasters Don't Agree About the Future

Muller, Aline - 2014

The central issue of this paper is whether stock prices are exposed to total exchange rate movements -- as traditionally measured -- or to revisions in expected future exchange rate movements and unanticipated currency shocks, and by how much of each. Based on a sample of 1675 U.S. firms...

Persistent link: https://www.econbiz.de/10013057058

Japanese central bank interventions and the dispersion of individual exchange rate expectations : differential impact on four moment characteristics

Heck, Stephanie; Muller, Aline - In: International journal of behavioural accounting and … 2 (2011) 2, pp. 152-177

Persistent link: https://www.econbiz.de/10009373609

EMS exchange rate expectations and time-varying risk premia

Nieuwland, Frederick G. - In: Economics letters 60 (1998) 3, pp. 351-355

Persistent link: https://www.econbiz.de/10001251658

Asian interest expectations and exchange rate dynamics

Koedijk, Kees - In: Pacific-Basin finance journal 2 (1994) 4, pp. 439-452

Persistent link: https://www.econbiz.de/10001178924

EMS exchange rates

Nieuwland, Frederick G. - In: Journal of international financial markets, … 1 (1991) 2, pp. 21-42

Persistent link: https://www.econbiz.de/10001109984

Further evidence on exchange rate expectations

Cavaglia, Stefano M. - In: Journal of international money and finance 12 (1993) 1, pp. 78-98

Persistent link: https://www.econbiz.de/10001139081

Exchange risk premia, expectations formation and "news" in the Mexican peso- US dollar forward exchange rate market

Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: International review of financial analysis 10 (2001) 2, pp. 157-174

Persistent link: https://www.econbiz.de/10001603135

Scandinavian forward discount bias risk premia

Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: Economics letters 73 (2001) 1, pp. 65-72

Persistent link: https://www.econbiz.de/10001613324

On the biasedness of forward foreign exchange rates : irrationality or risk premia?

Cavaglia, Stefano M. - In: The journal of business : B 67 (1994) 3, pp. 321-343

Persistent link: https://www.econbiz.de/10001167696

Stochastic trends and jumps in EMS exchange rates

Nieuwland, Frederick G. - In: Journal of international money and finance 13 (1994) 6, pp. 699-727

Persistent link: https://www.econbiz.de/10001173881

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