Similar Search Results

Two currencies, one model? : evidence from the Wall Street Journal forecast poll

Frenkel, Michael; Ruelke, Jan-Christoph; Stadtmann, Georg - In: Journal of international financial markets, … 19 (2009) 4, pp. 588-596

Persistent link: https://www.econbiz.de/10003879506

Twisting the dollar? : on the consistency of short-run and long-run exchange rate expectations

Frenkel, Michael; Ruelke, Jan-Christoph; Stadtmann, Georg - In: Journal of forecasting 31 (2012) 7, pp. 596-616

Persistent link: https://www.econbiz.de/10009722654

Forecaster rationality and expectation formation in foreign exchange markets : do emerging countries differ from industrialized economies?

Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: International economic journal 33 (2019) 3, pp. 383-407

Persistent link: https://www.econbiz.de/10012201641

Do forecasters of major exchange rates herd?

Frenkel, Michael; Mauch, Matthias; Ruelke, Jan-Christoph - In: Economic modelling 84 (2020), pp. 214-221

Persistent link: https://www.econbiz.de/10012210347

Do foreign exchange forecasters apply asymmetric loss functions? : evidence from three major exchange rates

Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: Applied economics letters 26 (2019) 9, pp. 731-735

Persistent link: https://www.econbiz.de/10012204340

Erwartungsbildung im Dollar/Euro Devisenmarkt

Stadtmann, Georg; Frenkel, Michael; Ruelke, Jan-Christoph - In: Aussenwirtschaft : schweizerische Zeitschrift für … 61 (2006) 3, pp. 277-298

Persistent link: https://www.econbiz.de/10015098188

Expectations in financial markets : a survey data approach

Ruelke, Jan-Christoph - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003849266

Expectations on the yen/dollar exchange rate : evidence from the Wall Street Journal forecast poll

Ruelke, Jan-Christoph; Frenkel, Michael R.; Stadtmann, Georg - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 355-368

Persistent link: https://www.econbiz.de/10009247731

On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates

Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010

This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...

Persistent link: https://www.econbiz.de/10003964417

On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates

Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - In: The economic record : er 87 (2011), pp. 465-479

Persistent link: https://www.econbiz.de/10009317762