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Cracks in the Crystal Ball : What Happens to Firms’ Foreign Exchange Rate Exposure When Forecasters Don't Agree About the Future

Muller, Aline - 2014

The central issue of this paper is whether stock prices are exposed to total exchange rate movements -- as traditionally measured -- or to revisions in expected future exchange rate movements and unanticipated currency shocks, and by how much of each. Based on a sample of 1675 U.S. firms...

Persistent link: https://www.econbiz.de/10013057058

Japanese central bank interventions and the dispersion of individual exchange rate expectations : differential impact on four moment characteristics

Heck, Stephanie; Muller, Aline - In: International journal of behavioural accounting and … 2 (2011) 2, pp. 152-177

Persistent link: https://www.econbiz.de/10009373609

Dispersion of beliefs in the foreign exchange market

Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan … - 2008

Persistent link: https://www.econbiz.de/10003676103

Foreign exchange rate expectations : survey and synthesis

Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic surveys 22 (2008) 1, pp. 140-165

Persistent link: https://www.econbiz.de/10003617290

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

Heterogeneity of agents and exchange rate dynamics : evidence from the EMS

Jong, Eelke de; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of international money and finance 29 (2010) 8, pp. 1652-1669

Persistent link: https://www.econbiz.de/10009239635

Carry trade and foreign exchange rate puzzles

Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31

Persistent link: https://www.econbiz.de/10009762410

Exchange risk premia, expectations formation and "news" in the Mexican peso- US dollar forward exchange rate market

Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: International review of financial analysis 10 (2001) 2, pp. 157-174

Persistent link: https://www.econbiz.de/10001603135

Scandinavian forward discount bias risk premia

Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: Economics letters 73 (2001) 1, pp. 65-72

Persistent link: https://www.econbiz.de/10001613324

Exchange risk premia in the European monetary system

Nieuwland, Frederick G.; Verschoor, Willem F. C.; … - In: Applied financial economics 10 (2000) 4, pp. 351-360

Persistent link: https://www.econbiz.de/10001526308