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Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?

Cifarelli, Giulio; Paladino, Giovanna - In: Research in international business and finance 46 (2018), pp. 313-323

Persistent link: https://www.econbiz.de/10011983667

Cointregration and the unbiased efficiency of the forward exchange rate

Cifarelli, Giulio - 1990

Persistent link: https://www.econbiz.de/10000821415

Fundamentals, regime shifts and dollar behaviour in the 1980s : an empirical analysis

Cifarelli, Giulio - 1992

Persistent link: https://www.econbiz.de/10000858964

Sui determinanti degli errori di previsione a termine sul mercato dei cambi

Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 49 (1992) 11, pp. 557-572

Persistent link: https://www.econbiz.de/10001132735

Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates

Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 57-77

Persistent link: https://www.econbiz.de/10001192869

Sistematic forward forecast errors, ex ante real interest rate differentials and ex ante real exchange rate changes : an empirical analysis

Cifarelli, Giulio - 1993

Persistent link: https://www.econbiz.de/10000888394

Fundamentals, regime shifts, and dollar behavior in the 1980s

Cifarelli, Giulio - In: Open economies review 6 (1995) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10001174817

Speculative Cotton Pricing in the 1920s : A Nonlinear Tale of Noise Traders and Fundamentalists

Cifarelli, Giulio - 2013

The paper investigates the role of speculation in the Liverpool cotton futures market between 1921 and 1929. The analysis is based on historical descriptions of the working of speculation in commodity markets and is related to the tenets of behavioural finance. The model posits the existence of...

Persistent link: https://www.econbiz.de/10013085214

On the relevance of the purchasing power hypothesis as a determinant of exchange rate equilibrium in the post WWI French Franc floating exchange rate period

Cifarelli, Giulio; Paesani, Paolo - 2024

Persistent link: https://www.econbiz.de/10015196691

Exchange rate regimes and reserve policy : the Italian Lira, 1883–1911

Cesarano, Filippo; Cifarelli, Giulio; Toniolo, Gianni - In: Open economies review 23 (2012) 2, pp. 253-275

Persistent link: https://www.econbiz.de/10009633893