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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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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
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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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Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility
Moosa, Imad A.; Shamsuddin, Abul - In: Applied economics 36 (2004) 14, pp. 1599-1606
Persistent link: https://www.econbiz.de/10002158959
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Decision rules, expectations and efficiency in two foreign exchange markets
MacDonald, Ronald - 1985
Persistent link: https://www.econbiz.de/10003171056
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Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of multinational financial management 14 (2004) 3, pp. 217-232
Persistent link: https://www.econbiz.de/10002539268
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The sterling-dollar exchange market 1973-1982 : surprises and expectations
Murfin, Andy; Ormerod, Paul - 1983
Persistent link: https://www.econbiz.de/10002547138