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Foreign exchange return predictability : rational expectations risk premium vs. expectational errors
Moon, Seongman - In: East Asian economic review 22 (2018) 4, pp. 467-505
Persistent link: https://www.econbiz.de/10011998656
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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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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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Forecaster rationality and expectation formation in foreign exchange markets : do emerging countries differ from industrialized economies?
Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: International economic journal 33 (2019) 3, pp. 383-407
Persistent link: https://www.econbiz.de/10012201641
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Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge
Jusélius, Katarina - In: Econometrics : open access journal 5 (2017) 3, pp. 1-20
A theory-consistent CVAR scenario describes a set of testable regularieties one should expect to see in the data if the basic assumptions of the theoretical model are empirically valid. Using this method, the paper demonstrates that all basic assumptions about the shock structure and...
Persistent link: https://www.econbiz.de/10011711002
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Dynamic expectation formation in the foreign exchange market
Ellen, Saskia ter; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of international money and finance 37 (2013), pp. 75-97
Persistent link: https://www.econbiz.de/10010209159
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The role of endogenous uncertainty in the forward discount bias
Wilkes Black, Stanley - In: Rivista internazionale di scienze sociali 115 (2007) 3, pp. 327-364
Persistent link: https://www.econbiz.de/10003723832
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Daily exchange rate determination : short-term speculation and longer-term expectation
Seddha-Udom, Thanaporn - In: Journal of international economic review 9 (2016) 2, pp. 257-283
Persistent link: https://www.econbiz.de/10011673065
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Expectations, disagreement and exchange rate pressure
Beckmann, Joscha; Boonman, Tjeerd M. - In: Economics letters 212 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442049
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Endogenous crashes in the foreign exchange market : a theoretical model
Raffestin, Louis - In: Finance : revue de l'Association Française de Finance 40 (2019) 1, pp. 7-51
Persistent link: https://www.econbiz.de/10012029907