On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Giuseppe Pignataro, Davide Raggi, Francesca Pancotto
| Year of publication: |
2024
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|---|---|
| Authors: | Pignataro, Giuseppe ; Raggi, Davide ; Pancotto, Francesca |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 687-705
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| Subject: | Bayesian learning | Exchange rates | Higher-order belief | Private information | Public information | Survey data | Wechselkurs | Exchange rate | Theorie | Theory | Asymmetrische Information | Asymmetric information | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Signalling | Bayes-Statistik | Bayesian inference | Lernprozess | Learning process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547196