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Rational speculators and exchange rate volatility
Carlson, John A.; Osler, C. L. - 1996
Persistent link: https://www.econbiz.de/10000625631
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Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - 2014
Persistent link: https://www.econbiz.de/10010407463
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Heterogeneity of beliefs and exchange rate dynamics
De Grauwe, Paul; Grimaldi, Marianna - In: Recent developments on exchange rates, (pp. 3-24). 2004
Persistent link: https://www.econbiz.de/10001935137
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Expectations and Niehans' exchange rate dynamics
Ghosh, Sukesh K. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 122 (1986) 3, pp. 522-565
Persistent link: https://www.econbiz.de/10001012009
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Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul; Al-Titi, Omar - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
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Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Jusélius, Katarina; Stillwagon, Josh R. - In: Journal of international money and finance 83 (2018), pp. 93-105
Persistent link: https://www.econbiz.de/10012000315
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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A heterogeneous agent exchange rate model with speculators and non-speculators
Elias, Christopher J. - In: Journal of macroeconomics 49 (2016), pp. 203-223
Persistent link: https://www.econbiz.de/10011707835
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Rational Speculators and Exchange Rate Volatility
Osler, Carol L.; Carlson, John A. - 2007
This paper examines whether rational, fully informed speculators will smooth exchange rates. Friedman's (1953) claim that they must do so is challenged, based on the exclusion of interest rate differentials from his interpretation of speculator behavior. Once one recognizes that interest rates...
Persistent link: https://www.econbiz.de/10014049775