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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

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

Expectations in financial markets : a survey data approach

Ruelke, Jan-Christoph - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003849266

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