Similar Search Results

Fundamental determinants of exchange rate expectations

Beckmann, Joscha; Czudaj, Robert - 2022

This paper provides a new perspective on the exchange rate disconnect puzzle by referring to the expectations building mechanism in foreign exchange markets. We analyze the role of expectations regarding macroeconomic fundamentals for expected exchange rate changes. In doing so, we assess...

Persistent link: https://www.econbiz.de/10012990178

Regime shifts and the Canada/US exchange rate in a multivariate framework

Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211

Persistent link: https://www.econbiz.de/10010400293

Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?

Beckmann, Joscha; Czudaj, Robert - In: Energy economics 40 (2013), pp. 665-678

Persistent link: https://www.econbiz.de/10010354953

Causality and volatility patterns between gold prices and exchange rates

Beckmann, Joscha; Czudaj, Robert; Pilbeam, Keith - In: The North American journal of economics and finance : a … 34 (2015), pp. 292-300

Persistent link: https://www.econbiz.de/10011540003

Capital flows and GDP in emerging economies and the role of global spillovers

Beckmann, Joscha; Czudaj, Robert - In: Journal of economic behavior & organization : JEBO 142 (2017), pp. 140-163

Persistent link: https://www.econbiz.de/10011926029

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - In: Journal of international money and finance 73 (2017), pp. 296-316

Persistent link: https://www.econbiz.de/10011787733

Exchange rate expectations since the financial crisis : performance evaluation and the role of monetary policy and safe haven

Beckmann, Joscha; Czudaj, Robert - In: Journal of international money and finance 74 (2017), pp. 283-300

Persistent link: https://www.econbiz.de/10011787969

Gold price dynamics and the role of uncertainty

Beckmann, Joscha; Berger, Theo; Czudaj, Robert - In: Quantitative finance 19 (2019) 4, pp. 663-681

Persistent link: https://www.econbiz.de/10012194705

Exchange rate expectations and economic policy uncertainty

Beckmann, Joscha; Czudaj, Robert - In: European journal of political economy 47 (2017), pp. 148-162

Persistent link: https://www.econbiz.de/10011937994

Fundamental determinants of exchange rate expectations

Beckmann, Joscha; Czudaj, Robert - 2020

This paper provides a new perspective on the exchange rate disconnect puzzle by referring to the expectations building mechanism in foreign exchange markets. Therefore, we analyze the role of expectations regarding macroeconomic fundamentals for expected exchange rate changes. In doing so, we...

Persistent link: https://www.econbiz.de/10012435503