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Overshooting and the exchange rate disconnect puzzle: a reappraisal Author info | Abstract | Publisher info | Download info | Related research | Statistics Hairault, Jean-Olivier
Patureau, Lise
Sopraseuth, Thepthida
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 23 (2004)
Issue (Month): 4 (June)
Pages: 615-643
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Handle: RePEc:eee:jimfin:v:23:y:2004:i:4:p:615-643Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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Lise Patureau, 2002.
"Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle ,"
Computing in Economics and Finance 2002
299, Society for Computational Economics.
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Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003.
"Limited participation and exchange rate dynamics : does theory meet the data ? ,"
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v04013, Université Panthéon-Sorbonne (Paris 1).
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