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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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Rational Speculation and Exchange Rates
Duarte, Margarida - 2001
variables. Therefore, the model has the potential to deliver changes in exchange rates, resulting from rational speculation … like asset prices. However, it does not generate a sufficient degree of rational speculation to explain either observed …
Persistent link: https://www.econbiz.de/10012470358
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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
speculative activity and the types of economic shocks that dominate. At low levels of speculative activity, speculation will be …
Persistent link: https://www.econbiz.de/10014049775
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Rational Speculators and Exchange Rate Volatility
Osler, Carol L.; Carlson, John A. - 2001
exchange rate's generating process, the connection between rational speculation and exchange rate volatility highlighted here … can be considered microstructural. Low levels of rational speculation are stabilizing and high levels are destabilizing …
Persistent link: https://www.econbiz.de/10014062736
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Rational Speculators and Exchange Rate Volatility
Osler, Carol L.; Carlson, John A. - 1998
speculative activity and the types of economic shocks that dominate. At low levels of speculative activity, speculation will be …
Persistent link: https://www.econbiz.de/10014063332
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Rational Speculation and Exchange Rates
Duarte, Margarida; Stockman, Alan C. - 2021
variables. Therefore, the model has the potential to deliver changes in exchange rates, resulting from rational speculation … like asset prices. However, it does not generate a sufficient degree of rational speculation to explain either observed …
Persistent link: https://www.econbiz.de/10013229053
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Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi; Pynnönen, Seppo; Ranta, Mikko; … - In: International journal of finance & economics : IJFE 16 (2011) 3, pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
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Daily exchange rate determination : short-term speculation and longer-term expectation
Seddha-udom, Thanaporn - In: Review of applied economics 10 (2014) 1/2, pp. 115-141
Persistent link: https://www.econbiz.de/10010506484
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Exchange Rate Dynamics in a Target Zone : A Heterogeneous Expectations Approach
Bauer, Christian - 2016
We present a simple behavioral model with chartists and fundamentalists and analyze their trading behavior in a floating regime and in a target zone regime. Regarding the floating regime the model replicates the well-known stylized facts like excessive volatility, fat tails, volatility...
Persistent link: https://www.econbiz.de/10012991144