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Exchange rates in the long run
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1
Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel
;
Simpson, Marc W.
;
Ozuna, Teofilo
- In:
Journal of economics and finance
38
(
2014
)
2
,
pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
Saved in:
2
Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley
;
MacDonald, Ronald
- In:
Global finance journal
15
(
2004
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10002125850
Saved in:
3
Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley
;
MacDonald, Ronald
-
2000
Persistent link: https://www.econbiz.de/10001539714
Saved in:
4
Exchange rates and economic fundamentals : a methodological comparison of BEERs and FEERs
Clark, Peter Bentley
;
MacDonald, Ronald
- In:
Equilibrium exchange rates
,
(pp. 285-322)
.
1999
Persistent link: https://www.econbiz.de/10001409331
Saved in:
5
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
6
Predictable components in exchange rates
Cochran, Steven J.
- In:
The quarterly review of economics and finance : journal …
35
(
1995
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001178499
Saved in:
7
Testing the purchasing power parity theory : a case of the Taiwanese dollar exchange rate
Tsurumi, Hiroki
- In:
Journal of economic integration
13
(
1998
)
2
,
pp. 232-254
Persistent link: https://www.econbiz.de/10001337842
Saved in:
8
Heterogeneous expectations, exchange rate dynamics and predictability
Manzan, Sebastiano
;
Westerhoff, Frank H.
- In:
Journal of economic behavior & organization : JEBO
64
(
2007
)
1
,
pp. 111-128
Persistent link: https://www.econbiz.de/10003519427
Saved in:
9
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability
Manzan, Sebastiano
;
Westerhoff, Frank H.
-
2009
' extrapolation rate.
Estimation
of the model using monthly data for the major currencies vis-a-vis the US dollar shows that the model …
Persistent link: https://www.econbiz.de/10014047217
Saved in:
10
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
Persistent link: https://www.econbiz.de/10012543257
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