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126
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118
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112
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111
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110
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109
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105
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105
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104
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103
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103
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101
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ECONIS (ZBW)
259,023
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1
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of
259,023
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1
Investor sentiment in the US-dollar : longer-term, non-linear orientation on PPP
Menkhoff, Lukas
;
Rebitzky, Rafael R.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 455-467
Persistent link: https://www.econbiz.de/10003759534
Saved in:
2
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:
3
On the exchange rate expectations : does UIP really beat PPP and random walks?
Rashid, Abdul
- In:
International journal of economics and business research
4
(
2012
)
3
,
pp. 346-361
Persistent link: https://www.econbiz.de/10009570182
Saved in:
4
Expectations of future income and real exchange rate movements
Hayat, Aziz
;
Ganiev, Bahodir
;
Tang, Xueli
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1274-1285
Persistent link: https://www.econbiz.de/10009719788
Saved in:
5
I discovered the peso problem: Irving Fisher and the UIP puzzle
Lothian, James R.
;
Pownall, Rachel A. J.
;
Koedijk, Kees
- In:
Journal of international money and finance
38
(
2013
),
pp. 5-17
Persistent link: https://www.econbiz.de/10010228930
Saved in:
6
A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation
Flaschel, Peter
;
Hartmann, Florian
;
Malikane, Christopher
; …
- In:
Computational economics
45
(
2015
)
4
,
pp. 669-691
Persistent link: https://www.econbiz.de/10011440986
Saved in:
7
Exchange rate dynamics under limits of arbitrage and heterogeneous expectations
Datta, Soumya
- In:
Journal of economic interaction and coordination : JEIC
14
(
2019
)
3
,
pp. 521-550
Persistent link: https://www.econbiz.de/10012167716
Saved in:
8
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 …
Persistent link: https://www.econbiz.de/10011711002
Saved in:
9
Probabilistic
risk
, neuroeconomic ambiguity, and Keynesian uncertainty
Portelli, Samuel J.
- In:
Journal of post-Keynesian economics : JPKE
36
(
2013
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010211945
Saved in:
10
Risk
of investments in human capital and expected worker mobility
Shelest, Olena
- In:
International journal of management and economics
47
(
2015
),
pp. 82-106
Persistent link: https://www.econbiz.de/10011523104
Saved in:
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