Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron Jongen; Willem F. C. Verschoor; Christian C. P. Wolff; Remco C. J. Zwinkels
| Year of publication: |
2012
|
|---|---|
| Authors: | Ron, Jongen ; Verschoor, Willem F. C. ; Wolff, Christiaan Cornelis Petrus ; Zwinkels, Remco C. J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 5, p. 719-735
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| Subject: | Chartists | Fundamentalists | Exchange rate forecasts | Heterogeneity | Dispersion of expectations | Survey data | Carry trade | Heterogeneous agent model | Wechselkurs | Exchange rate | Erwartungsbildung | Expectation formation | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | Volatilität | Volatility | Währungsspekulation | Currency speculation | Schätzung | Estimation | Wechselkurstheorie | Exchange rate theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009554305