Heterogeneous expectations in the foreign exchange market : evidence from daily DM/US dollar exchange rates
Year of publication: |
2005
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Authors: | Ahrens, Ralf ; Reitz, Stefan |
Published in: |
Journal of evolutionary economics : JEE. - Berlin, Germany : Springer, ISSN 0936-9937, ZDB-ID 1055126-8. - Vol. 15.2005, 1, p. 65-82
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Subject: | regime-switching model | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Erwartungsbildung | Expectation formation | Finanzanalyse | Financial analysis | Schätzung | Estimation | USA | United States | Deutschland | Germany | 1982-1998 |
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