Rational speculators and exchange rate volatility
Year of publication: |
1996
|
---|---|
Authors: | Osler, C.L. ; Carlson, John A. |
Institutions: | Federal Reserve Bank of New York |
Subject: | Foreign exchange rates | Rational expectations (Economic theory) |
-
New results on the rationality of survey measures of exchange-rate expectations
Osterberg, William P., (2000)
-
Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data
Frankel, Jeffrey A., (1986)
-
Are foreign exchange forecasts rational? New evidence from survey data
Dominguez, Kathryn M., (1986)
- More ...
-
Head and shoulders: not just a flaky pattern
Osler, C.L., (1995)
-
Short-term speculators and the origins of near-random-walk exchange rate behavior
Osler, C.L., (1995)
-
Determinants of current risk premiums
Carlson, John A., (1999)
- More ...