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Short-term and long-term expectations of the yen/dollar exchange rate : evidence from survey data
Frankel, Jeffrey A.; Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571998
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Short-Term and Long-Term Expectations of the Yen/Dollar Exchange Rate : Evidence from Survey Data
Frankel, Jeffrey A.; Froot, Kenneth - 2021
Three surveys of exchange rate expectations allow us to measure directly the expected rates of return on yen versus … dollars. Expectations of yen appreciation against the dollar have been (1) consistently large, (2) variable, and (3) greater …-term horizons expectations exhibit bandwagon effects, while at longer-term horizons they show the reverse. A 10 percent yen …
Persistent link: https://www.econbiz.de/10013218532
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Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate : Evidence from Survey Data
Frankel, Jeffrey A. - 1987
Three surveys of exchange rate expectations allow us to measure directly the expected rates of return on yen versus … dollars. Expectations of yen appreciation against the dollar have been (1) consistently large, (2) variable, and (3) greater …-term horizons expectations exhibit bandwagon effects, while at longer-term horizons they show the reverse. A 10 percent yen …
Persistent link: https://www.econbiz.de/10012476853
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Short-term and long-term expectations of the yen dollar exchange rate : evidence from survey data
Frankel, Jeffrey A. - In: Journal of the Japanese and international economies : … 1 (1987) 3, pp. 249-274
Persistent link: https://www.econbiz.de/10001058482
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Understanding the dollar in the eighties : rates of return, risk premiums, speculative bubbles and chartists and fundmentalists
Frankel, Jeffrey A.; Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10000727090
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Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - 1987
Persistent link: https://www.econbiz.de/10000730437
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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A.; Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10000800670
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The dollar as a speculative bubble : a tale of fundamentalists and chartists
Frankel, Jeffrey A.; Froot, Kenneth - 1986
Persistent link: https://www.econbiz.de/10000695085
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Chartistas, fundamentalistas y la demanda de dólares
Frankel, Jeffrey A. - In: Información comercial española / Cuadernos económicos (1988), pp. 195-242
Persistent link: https://www.econbiz.de/10001045308
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Assessing China's exchange rate regime
Frankel, Jeffrey A.; Wei, Shang-jin - 2007
This paper examines two related issues: (a) the implicit methodology used by the U.S. Treasury in determining whether China and America's other trading partners manipulate their exchange rates, and (b) the nature of the Chinese exchange rate regime since July 2005. On the first issue, we...
Persistent link: https://www.econbiz.de/10003472852