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The impact of central bank intervention on exchange-rate forecast heterogeneity

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Persistent link: https://www.econbiz.de/10003496115

A re-examination of the link between real exchange rates and real interest rate differentials

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Currency forecast errors at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

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A re-examination of the link between real exchange rates and real interest rate differentials

Hoffmann, Mathias; MacDonald, Ronald - 2003

The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...

Persistent link: https://www.econbiz.de/10011506475

Japan's currency intervention regimes : a microstructural analysis with speculation and sentiment

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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

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Long-run purchasing power parity and structural change

MacDonald, Ronald - In: Economie appliquée : archives de l'Institut de … 49 (1996) 3, pp. 11-48

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

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Aggregate and disaggregate measures of the foreign exchange risk premium

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The impact of Central Bank intervention on exchange-rate forecast heterogeneity

Beine, Michel; Bénassy-Quéré, Agnès; Dauchy, Estelle; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724087