Similar Search Results

Switching between expectation processes in the foreign exchange market : a probabilistic approach using survey data

Prat, Georges; Uctum, Remzi - In: Review of international economics 15 (2007) 4, pp. 700-719

Persistent link: https://www.econbiz.de/10003531421

Essays on exchange rate, sovereign risk and international investment

Wu, Thomas Yen Hon - 2007

Persistent link: https://www.econbiz.de/10009271064

New evidence on the rationality of exchange rate expectations

Miah, Faziul; Hassan, M. Kabir; Waheeduzzaman, M.; … - In: Global business & economics review 5 (2003) 2, pp. 316-332

Persistent link: https://www.econbiz.de/10001920354

The time variation of risk and return in foreign exchange markets : a general equilibrium perspective

Bekaert, Geert - In: The review of financial studies 9 (1996) 2, pp. 427-470

Persistent link: https://www.econbiz.de/10001202800

The nature of expectations in the foreign exchange market : a test of competing theories

Harvey, John Terence - In: Journal of post-Keynesian economics : JPKE 21 (1999) 2, pp. 181-200

Persistent link: https://www.econbiz.de/10001255340

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

An Empirical Examination of Rational Expectations Hypothesis in the Foreign Exchange Market

Miah, Fazlul - 2018

The Efficient Market (EMH) and Rational Expectation Hypothesis (REH) have been examined for the Canadian Dollar / US Dollar and Swiss Frank / US Dollar exchange rates using data from February 1988 to May 1999 published by the Financial Times' Currency Forecaster. Using unit root, and restricted...

Persistent link: https://www.econbiz.de/10012909822

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

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

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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