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Bandwagon effects and run patterns in exchange rates once more

Rötheli, Tobias F. - In: Journal of international financial markets, … 14 (2004) 1, pp. 99-104

Persistent link: https://www.econbiz.de/10001868805

Exchange rate dynamics and the overshooting hypothesis

Frenkel, Jacob A.; Rodriquez, Carlos A. - 1982

Persistent link: https://www.econbiz.de/10002165540

Exchange Rate Dynamics and the Overshooting Hypothesis

Frenkel, Jacob A. - 1982

of exchange rate dynamics. We examine the overshooting hypothesis in models which emphasize differential speeds of … exchange rate overshooting is not an intrinsic characteristic of the foreign exchange market and that it depends on a set of … specific assumptions. We also show that the overshooting is not a characteristic of the assumption of perfect foresight nor …

Persistent link: https://www.econbiz.de/10012478279

Exchange Rate Dynamics with Foreign Reserves : Revisiting the Dornbusch Overshooting Model

Lee, Jong-Eun - 2014

-like nature in mind, we extend the Dornbusch (1976) exchange rate overshooting model with the foreign reserves. Alongside with …

Persistent link: https://www.econbiz.de/10013048675

Puzzling exchange rate dynamics and delayed portfolio adjustment

Bacchetta, Philippe; Van Wincoop, Eric - In: Journal of international economics 131 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10013167845

Model misspecification, learning and the exchange rate disconnect puzzle

Lewis, Vivien; Markiewicz, Agnieszka - 2009

post-Bretton Woods US dollar-pound sterling exchange rate and show that the excess volatility of the exchange rate return …

Persistent link: https://www.econbiz.de/10011597237

Empirical study of scapegoat theory paradigm in the exchange rate variable in the ASEAN 5

Wardhono, Adhitya; Arisandi, Dwi; Nasir, M. Abd. - In: International economic journal 32 (2018) 1, pp. 102-119

Persistent link: https://www.econbiz.de/10011891381

Exchange rate disconnect and the general equilibrium puzzle

Chen, Yu-chin; Fujiwara, Ippei; Hirose, Yasuo - 2021 - This version: September 2021

Persistent link: https://www.econbiz.de/10012664096

Basic exchange rate theories

Marrewijk, Charles van - 2005

This four-chapter overview of basic exchange rate theories discusses (i) the elasticity and absorption approach, (ii) the (long-run) implications of the monetary approach, (iii) the short-run effects of monetary and fiscal policy under various economic conditions, and (iv) the transition from...

Persistent link: https://www.econbiz.de/10011343290

Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze

Frenkel, Michael - 1994 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000417736