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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

Expectation errors in the foreign exchange market

Ferreira, Alex Luiz; Moore, Michael J.; Mukherjee, Satrajit - In: Journal of international money and finance 95 (2019), pp. 44-51

Persistent link: https://www.econbiz.de/10012135194

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

Erwartungsbildung auf Finanzmärkten

Michler, Albrecht F. - In: Finanzmärkte : Funktionsweise, Integrationseffekte und …, (pp. 107 - 155). 1999

Persistent link: https://www.econbiz.de/10014550018

Expectation Errors in the Foreign Exchange Market

Ferreira, Alex Luiz; Moore, Michael; Mukherjee, Satrajit - 2016

Brasil along with order flow derived from the FX futures market. The results strongly support the theory …

Persistent link: https://www.econbiz.de/10014123714

Exchange Rate Markets and Conservative Inferential Expectations

Menzies, Gordon Douglas; Zizzo, Daniel John - 2006

We present a macroeconomic market experiment on the financial determination of exchange rates, and consider whether the assumption that belief formation be treated as a classical hypothesis test, which we label inferential expectations, can explain the effect of uncertainty on exchange rates. In...

Persistent link: https://www.econbiz.de/10014053792