Further evidence on exchange rate expectations
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 12 (1993)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/30443
Other versions of this item:
- 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.
Please 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.:
- Cavaglia, Stefano M F G & Verschoor, Willem F C & Wolff, Christian C P, 1994.
"On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?,"
The Journal of Business,
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- Cavaglia, Stefano M.F.G. & Verschoor, Willem F.C. & Wolff, Christian C.P., 1994. "On the biasedness of forward foreign exchange rates: Irrationality or risk premia?," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13909, Maastricht University.
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" Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach,"
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- Wolff, Christian C.P., 1987. "Forward foreign exchange rates, expected spot rates, and premia: A signal-extraction approach," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13898, Maastricht University.
- Wolff, Christian C, 1987. "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," CEPR Discussion Papers 189, C.E.P.R. Discussion Papers.
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"Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data,"
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292, Board of Governors of the Federal Reserve System (U.S.).
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- Jeffrey A. Frankel & Kenneth A. Froot, 1988. "Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data," NBER Working Papers 2216, National Bureau of Economic Research, Inc.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
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- Jeffrey Frankel and Kenneth Froot., 1991. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," Economics Working Papers 91-158, University of California at Berkeley.
- Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
- Levich, Richard M., 1985. "Empirical studies of exchange rates: Price behavior, rate determination and market efficiency," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 19, pages 979-1040 Elsevier.
- Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-53, October.
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- Fred G M C Nieuwland & Willem F C Verschoor & Christian C P Wolff, 1990. "EMS Exchange Rates," CEPR Financial Markets Paper 0002, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
- Frankel, Jeffrey A & Froot, Kenneth A, 1986. "Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists," The Economic Record, The Economic Society of Australia, vol. 0(0), pages 24-38, Supplemen.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
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