Similar Search Results

Agents' rationality and the CHF/USD exchange rate

Garbers, Hermann - 2003

Persistent link: https://www.econbiz.de/10001807046

Agents' rationality and the CHF/USD exchange rate ; Pt. 1

Garbers, Hermann - 2003

Persistent link: https://www.econbiz.de/10001807062

State-space estimation of rational bubbles in the yen-deutsche mark exchange rate

Elwood, S. Kirk; Ahmed, Ehsan; Rosser, John Barkley - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 2, pp. 317-331

Persistent link: https://www.econbiz.de/10001388949

Incertitude, arbitrage et taux de change

Viviani, Jean-Laurent - In: Economie & prévision : EP (1996), pp. 223-228

Persistent link: https://www.econbiz.de/10001208680

Speculation, heterogeneity and learning : a simulation model of exchange rates dynamics

Marengo, Luigi - In: Kyklos : international review for social sciences 49 (1996) 3, pp. 407-438

Persistent link: https://www.econbiz.de/10001208842

Incomplete information processing : a solution to the forward discount puzzle

Bacchetta, Philippe; Van Wincoop, Eric - 2005

The uncovered interest rate parity equation is the cornerstone of most models in international macro. However, this equation does not hold empirically since the forward discount, or interest rate differential, is negatively related to the subsequent change in the exchange rate. This forward...

Persistent link: https://www.econbiz.de/10011397256