Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters
Year of publication: |
2011
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Authors: | Reitz, Stefan ; Rülke, Jan-Christoph ; Stadtmann, Georg |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Ölpreis | Volatilität | Erwartungstheorie | Mineralölmarkt | Spekulation | Agent-based Model | Finanzanalysten | Schätzung | EU-Staaten | Agent based models | nonlinear expectations | survey data |
Series: | Kiel Working Paper ; 1706 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 662375033 [GVK] hdl:10419/45900 [Handle] RePEc:zbw:ifwkwp:1706 [RePEc] |
Classification: | F31 - Foreign Exchange ; D84 - Expectations; Speculations ; C33 - Models with Panel Data |
Source: |
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Reitz, Stefan, (2011)
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Reitz, Stefan, (2012)
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Reitz, Stefan, (2012)
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Reitz, Stefan, (2009)
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Reitz, Stefan, (2012)
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Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price
Reitz, Stefan, (2010)
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