Models of exchange rate expectations: how much heterogeneity?
Abstract
No abstract is available for this item.Download Info
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic Info
Article provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.
Volume (Year): 13 (2003)
Issue (Month): 2 (April)
Pages: 113-136
Contact details of provider:
Web page: http://www.elsevier.com/locate/intfin
Related research
Keywords:References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hsiao, C., 1992. "Random Coefficients Models," Papers 9212, Southern California - Department of Economics.
- Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
- Ronald Macdonald, 1995.
"Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence,"
IMF Staff Papers,
Palgrave Macmillan, vol. 42(3), pages 437-489, September.
- Ronald MacDonald, 1995. "Long-Run Exchange Rate Modeling - A Survey of the Recent Evidence," IMF Working Papers 95/14, International Monetary Fund.
- Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P., 1993.
"Further evidence on exchange rate expectations,"
Journal of International Money and Finance,
Elsevier, vol. 12(1), pages 78-98, February.
- Cavaglia, Stefano & Verschoor, Willem F.C. & Wolff, Christian C.P., 1993. "Further evidence on exchange rate expectations," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13903, Maastricht University.
- Frankel, Jeffrey A & Froot, Kenneth A, 1987.
"Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations,"
American Economic Review,
American Economic Association, vol. 77(1), pages 133-53, March.
- Frankel, Jeff & Froot, Ken, 1986. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations," Department of Economics, Working Paper Series qt1972q8wm, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Lyons, R.K., 1991.
"Private Beliefs and Information Externalities in the Foreign Exchange Market,"
Papers
91-17, Columbia - Graduate School of Business.
- Richard K. Lyons, 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," NBER Working Papers 3889, National Bureau of Economic Research, Inc.
- Ammer, John & Brunner, Allan D., 1997.
"Are banks market timers or market makers? Explaining foreign exchange trading profits,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 7(1), pages 43-60, April.
- John Ammer & Allan D. Brunner, 1994. "Are banks market timers or market makers? Explaining foreign exchange trading profits," International Finance Discussion Papers 484, Board of Governors of the Federal Reserve System (U.S.).
- Goodhart, Charles, 1988. "The Foreign Exchange Market: A Random Walk with a Dragging Anchor," Economica, London School of Economics and Political Science, vol. 55(220), pages 437-60, November.
- MacDonald, Ronald, 1992. "Exchange Rate Survey Data: A Disaggregated G-7 Perspective," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 47-62, Supplemen.
- MacDonald, Ronald, 2000. " Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
- Shinji Takagi, 1991. "Exchange Rate Expectations: A Survey of Survey Studies," IMF Staff Papers, Palgrave Macmillan, vol. 38(1), pages 156-183, March.
- Takatoshi Ito, 1990.
"Foreign Exchange Rate Expectations: Micro Survey Data,"
NBER Working Papers
2679, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 1990. "Foreign Exchange Rate Expectations: Micro Survey Data," American Economic Review, American Economic Association, vol. 80(3), pages 434-49, June.
- Pesaran, M. Hashem, 1989. "Consistency of short-term and long-term expectations," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 511-516, December.
- Jeffrey A. Frankel and Andrew K. Rose., 1995.
"A Survey of Empirical Research on Nominal Exchange Rates,"
Center for International and Development Economics Research (CIDER) Working Papers
C95-051, University of California at Berkeley.
- Jeffrey A. Frankel & Andrew K. Rose, 1994. "A Survey of Empirical Research on Nominal Exchange Rates," NBER Working Papers 4865, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & Kenneth A. Froot, 1987. "Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations," NBER Working Papers 1672, National Bureau of Economic Research, Inc.
- Liu, Peter C. & Maddala, G. S., 1992. "Rationality of survey data and tests for market efficiency in the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 11(4), pages 366-381, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.
Lists
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.Statistics
Access and download statisticsCorrections
When requesting a correction, please mention this item's handle: RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.

