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The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman; Johansen, Søren; Rahbek, Anders; Nyboe … - 2017
Persistent link: https://www.econbiz.de/10011707436
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Imperfect knowledge, temporal instability and an uncertainty premium : towards a resolution of the excess-returns puzzle in the foreign exchange market
Frydman, Roman (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001711741
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Imperfect knowledge and asset price dynamics
Frydman, Roman (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001764045
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Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007
Persistent link: https://www.econbiz.de/10003603881
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A resolution of the purchasing power parity puzzle : imperfect knowledge and long swings
Frydman, Roman (contributor) - 2008
Persistent link: https://www.econbiz.de/10003784856
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The Knightian Uncertainty Hypothesis : unforeseeable change and Muth’s consistency constraint in modeling aggregate outcomes
Frydman, Roman; Johansen, Søren; Rahbek, Anders; … - 2019
Persistent link: https://www.econbiz.de/10011992501