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Hommes, Cars H.
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1
The determinants of currency market forecasts : an empirical study
Harvey, John Terence
- In:
Journal of post-Keynesian economics : JPKE
25
(
2002
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10001702063
Saved in:
2
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
Saved in:
3
Empirical research on exchange rate expectations : macro and micro perspectives
Rebitzky, Rafael R.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003580431
Saved in:
4
Exchange rate expectation formation in the foreign exchange market when the base currency is pegged to a basket
Moosa, Imad A.
- In:
The Middle East business and economic review
18
(
2006
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003324251
Saved in:
5
Expectations in financial markets : a survey data approach
Ruelke, Jan-Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003849266
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
-
2013
Persistent link: https://www.econbiz.de/10010243729
Saved in:
10
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
-
2013
Persistent link: https://www.econbiz.de/10010126693
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