Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data.

Central to an understanding of how foreign exchange markets work is the nature of the expectations formation process. Of particular interest are the potentially stabilising of destabilising nature of these expectations. In this paper we use a unique disaggregate expectations data base to model the expectations formation of around 40 leading foreign exchange forecasters/dealer.

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Year of publication:	1999
Authors:	Benassy-Quere, A. ; Larribeau, S. ; MacDonald, R.
Institutions:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
Subject:	FOREIGN EXCHANGE RATE \| EXPECTATIONS U.F.R. de science economiques \| gestion \| mathematiques et informatique \| avenue de la Republique 9 2001 Nanterre CEDEX. 38p

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Series:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
Type of publication:	Book / Working Paper
Classification:	C33 - Models with Panel Data ; D84 - Expectations; Speculations ; F31 - Foreign Exchange
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005474743