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Exchange rate economics : where do we stand?

De Grauwe, Paul (ed.) - 2005

Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...

Persistent link: https://www.econbiz.de/10013481744

Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle

Lewis, Vivien; Markiewicz, Agnieszka - 2010

post-Bretton Woods US dollar-pound sterling exchange rate and show that the excess volatility of the exchange rate return …

Persistent link: https://www.econbiz.de/10014190820

The Scapegoat Theory of Exchange Rates : The First Tests

Fratzscher, Marcel - 2012

This paper provides an empirical test of the scapegoat theory of exchange rates (Bacchetta and van Wincoop 2004, 2011), as an attempt to evaluate its potential for explaining the poor empirical performance of traditional exchange rate models. This theory suggests that market participants may at...

Persistent link: https://www.econbiz.de/10013111946

Exchange rate disconnect and the general equilibrium puzzle

Chen, Yu-chin; Fujiwara, Ippei; Hirose, Yasuo - 2021

Persistent link: https://www.econbiz.de/10012619664

Business cycles and currency returns

Sarno, Lucio; Colacito, Ric; Riddiough, Steven - 2019

Persistent link: https://www.econbiz.de/10012196047

Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze

Frenkel, Michael - 1994 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000417736

Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals

Giorgianni, Lorenzo - 1999

This paper presents a method to test the volatility predictions of the textbook asset-pricing exchange rate model … builds on existing tests of excess volatility in asset prices, combining them with a procedure that extracts unobservable … 1984 and find broad evidence of excess exchange rate volatility with respect to the predictions of the canonical asset …

Persistent link: https://www.econbiz.de/10014400941

Carry trade e risco cambial : um conto de dois fatores

Ferreira, Alex Luiz; Moore, Michael J. - In: Revista brasileira de economia : RBE ; revista da … 69 (2015) 4, pp. 429-449

Persistent link: https://www.econbiz.de/10011447330

Ex-ante determinants of volatility in the crude oil market

Le, Duong T. - In: International journal of financial research 6 (2015) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011407263

Some stylised facts about the exchange rate behaviour of Central European currencies

Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17

Persistent link: https://www.econbiz.de/10011537495