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Exchange rate survey data : a disaggregated G-7 perspective

MacDonald, Ronald - 1992

Persistent link: https://www.econbiz.de/10000139392

Expectations formation and risk in three financial markets : surveying what the surveys say

MacDonald, Ronald - In: Journal of economic surveys 14 (2000) 1, pp. 69-100

Persistent link: https://www.econbiz.de/10001470021

Is the foreign exchange market 'risky'? : Some new survey-based results

MacDonald, Ronald - In: Journal of multinational financial management 10 (2000) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001481094

Exchange rate forecasters’ performance: evidence of skill?

MacDonald, Ronald; Menkhoff, Lukas; Rebitzky, Rafael R. - Scottish Institute for Research in Economics (SIRE) - 2009

This paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters’ performance is skill-based. ‘Superior’ forecasters...

Persistent link: https://www.econbiz.de/10010552418

Exchange rate forecasters’ performance: evidence of skill?

MacDonald, Ronald; Menkhoff, Lukas; Rebitzky, Rafael R. - Department of Economics, Adam Smith Business School - 2009

IThis paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters’ performance is skill-based. ‘Superior’ fore-casters...

Persistent link: https://www.econbiz.de/10005729930