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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
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Heterogeneous expectations in the foreign exchange market evidence from the daily dollar
Ahrens, Ralf; Reitz, Stefan - 2003
In this study a regime switching approach is applied to estimate the chartist and fundamentalist (c&f) exchange rate model originally proposed by Frankel and Froot (1986). The c&f model is tested against alternative regime switching specifications applying likelihood ratio tests. Nested...
Persistent link: https://www.econbiz.de/10009765353
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Trading belief : moments of exchange
Lightfoot, Geoff; Lilley, Simon - In: Belief and organization, (pp. 163-184). 2012
Persistent link: https://www.econbiz.de/10009658830
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Expected currency excess returns and international business cycles
Lee, Sanglim - 2012
Persistent link: https://www.econbiz.de/10009660849
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The role of heterogeneous expectations in foreward exchange market
Li, Xiaoping; Zhou, Chunyang; Wu, Chongfeng - In: Applied economics letters 20 (2013) 4/6, pp. 471-475
Persistent link: https://www.econbiz.de/10009709370
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - 2013
Persistent link: https://www.econbiz.de/10010243729
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - 2013
Persistent link: https://www.econbiz.de/10010126693
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The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Lahaye, Jérôme; Neely, Christopher J. - 2014
Persistent link: https://www.econbiz.de/10010423538
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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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Exchange rate forecaster's performance : evidence of skill?
MacDonald, Ronald; Menkhoff, Lukas; Rebitzky, Rafael R. - 2009
Persistent link: https://www.econbiz.de/10003815033