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Basic Exchange Rate Theories
van Marrewijk, Charles - 2005
expectations. We provide ample anecdotal, historical, and heuristic information on the goodness-of-fit of the various exchange rate …
Persistent link: https://www.econbiz.de/10010325398
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Exchange rates expectations and chaotic dynamics: A replication study
Belaire-Franch, Jorge - 2018
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re …-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics … expectations, although the so-called 0-1 test strongly supports the chaos hypothesis. …
Persistent link: https://www.econbiz.de/10011822180
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Exchange rates expectations and chaotic dynamics: A replication study
Belaire-Franch, Jorge - In: Economics: The Open-Access, Open-Assessment E-Journal 12 (2018) 2018-37, pp. 1-9
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re …-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: Empirical evidence on exchange rates, Economics … expectations, although the so-called 0-1 test strongly supports the chaos hypothesis. …
Persistent link: https://www.econbiz.de/10011863688
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Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?
Fatum, Rasmus; Scholnick, Barry - 2005
This paper shows that exchange rates respond to only the surprise component of an actual US monetary policy change and that failure to disentangle the surprise component from the actual monetary policy change can lead to an underestimation of the impact of monetary policy, or even to a false...
Persistent link: https://www.econbiz.de/10010320908
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Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
Fatum, Rasmus; Scholnick, Barry - 2003
day-to-day changes in expectations of future US monetary policy, in the context of a study of day-to-day exchange rate … changes. We analyze more than 12 years of daily exchange rate data and show that continuous day-to-day changes in expectations …
Persistent link: https://www.econbiz.de/10010320954
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …
Persistent link: https://www.econbiz.de/10011533201
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Basic exchange rate theories
Marrewijk, Charles van - 2005
expectations. We provide ample anecdotal, historical, and heuristic information on the goodness-of-fit of the various exchange rate …
Persistent link: https://www.econbiz.de/10011343290
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …
Persistent link: https://www.econbiz.de/10011532311
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Exchange rates expectations and chaotic dynamics : a replication study
Belaire-Franch, Jorge - 2018
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re …-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: Empirical evidence on exchange rates, Economics … expectations, although the so-called 0-1 test strongly supports the chaos hypothesis. …
Persistent link: https://www.econbiz.de/10011863440
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Exchange rates expectations and chaotic dynamics : a replication study
Belaire-Franch, Jorge - 2018
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re …-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics … expectations, although the so-called 0-1 test strongly supports the chaos hypothesis. …
Persistent link: https://www.econbiz.de/10011821529