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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

Stochastic process switching and the return to gold, 1925

Smith, Gregor W.; Smith, R. T. - 1988

Persistent link: https://www.econbiz.de/10000125026

Expectations and the foreign exchange market

Hakkio, Craig S. - 1984

Persistent link: https://www.econbiz.de/10000324873

Exchange rate expectations : the role of person specific forward looking variables

Koske, Isabell; Stadtmann, Georg - In: Economics letters 105 (2009) 3, pp. 221-223

Persistent link: https://www.econbiz.de/10003930951

Empirical research on exchange rate expectations : macro and micro perspectives

Rebitzky, Rafael R. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003580431

Switching between expectation processes in the foreign exchange market : a probabilistic approach using survey data

Prat, Georges; Uctum, Remzi - In: Review of international economics 15 (2007) 4, pp. 700-719

Persistent link: https://www.econbiz.de/10003531421

Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach

Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735

Persistent link: https://www.econbiz.de/10009554305

Heterogeneous expectations in the foreign exchange market evidence from the daily dollar

Ahrens, Ralf; Reitz, Stefan - 2003

In this study a regime switching approach is applied to estimate the chartist and fundamentalist (c&f) exchange rate model originally proposed by Frankel and Froot (1986). The c&f model is tested against alternative regime switching specifications applying likelihood ratio tests. Nested...

Persistent link: https://www.econbiz.de/10009765353

Expected currency excess returns and international business cycles

Lee, Sanglim - 2012

Persistent link: https://www.econbiz.de/10009660849

An empirical examination of heterogeneity and switching in foreign exchange markets

Goldbaum, David; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 107 (2014) 2, pp. 667-684

Persistent link: https://www.econbiz.de/10011295903

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