Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
Year of publication: |
2003-02
|
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Authors: | Bacchetta, Philippe ; van Wincoop, Eric |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | beauty contest | exchange rate dynamics | higher order expectations | information heterogeneity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 3808 |
Classification: | E44 - Financial Markets and the Macroeconomy ; F31 - Foreign Exchange ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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