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Expectations and the foreign exchange market

Hakkio, Craig S. - 1984

Persistent link: https://www.econbiz.de/10000324873

Foreign exchange return predictability : rational expectations risk premium vs. expectational errors

Moon, Seongman - In: East Asian economic review 22 (2018) 4, pp. 467-505

Persistent link: https://www.econbiz.de/10011998656

Daily exchange rate determination : short-term speculation and longer-term expectation

Seddha-udom, Thanaporn - In: Review of applied economics 10 (2014) 1/2, pp. 115-141

Persistent link: https://www.econbiz.de/10010506484

Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

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

Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge

Jusélius, Katarina - In: Econometrics : open access journal 5 (2017) 3, pp. 1-20

A theory-consistent CVAR scenario describes a set of testable regularieties one should expect to see in the data if the basic assumptions of the theoretical model are empirically valid. Using this method, the paper demonstrates that all basic assumptions about the shock structure and...

Persistent link: https://www.econbiz.de/10011711002

Expectations and the Foreign Exchange Market

Hakkio, Craig S. - 2017

Cover -- Rouledge Library Editions: -- Half Title -- Copyright -- Title -- Copyright1 -- Thanks -- Table of Contents -- Acknowledgments -- List of Tables -- Chapter I Introduction -- Chapter II Foreign Exchange Market Efficiency -- Chapter III The Term Structure of the Forward Premium -- Chapter...

Persistent link: https://www.econbiz.de/10011837444

Dynamic expectation formation in the foreign exchange market

Ellen, Saskia ter; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of international money and finance 37 (2013), pp. 75-97

Persistent link: https://www.econbiz.de/10010209159

The role of endogenous uncertainty in the forward discount bias

Wilkes Black, Stanley - In: Rivista internazionale di scienze sociali 115 (2007) 3, pp. 327-364

Persistent link: https://www.econbiz.de/10003723832

Empirical research on exchange rate expectations : macro and micro perspectives

Rebitzky, Rafael R. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003580431

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