Learning and the volatility of exchange rates
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 7 (1988)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/30443
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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.:
- Meese, Richard A, 1986. "Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 345-73, April.
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- McCallum, Bennett T, 1976. "Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates," Econometrica, Econometric Society, vol. 44(1), pages 43-52, January.
- Flood, Robert P & Hodrick, Robert J, 1986.
" Asset Price Volatility, Bubbles, and Process Switching,"
Journal of Finance,
American Finance Association, vol. 41(4), pages 831-42, September.
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"A Specification Test for Speculative Bubbles,"
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2067, National Bureau of Economic Research, Inc.
- Shiller, Robert J, 1979. "The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure," Journal of Political Economy, University of Chicago Press, vol. 87(6), pages 1190-1219, December.
- Cyert, Richard M & DeGroot, Morris H, 1974. "Rational Expectations and Bayesian Analysis," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 521-36, May/June.
- Merton, Robert C., 1985. "On the current state of the stock market rationality hypothesis," Working papers 1717-85., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Baxter, Marianne, 1985. "The role of expectations in stabilization policy," Journal of Monetary Economics, Elsevier, vol. 15(3), pages 343-362, May.
- Carl Chiarella & Alexander Khomin, 1996. "Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates," Working Paper Series 64, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Guido Tabellini, 1986.
"Secrecy of Monetary Policy and the Variability of Interest Rates,"
UCLA Economics Working Papers
426, UCLA Department of Economics.
- Tabellini, Guido, 1987. "Secrecy of Monetary Policy and the Variability of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(4), pages 425-36, November.
- Nobuhiro Kiyotaki, 1990. "Learning and the Value of the Firm," NBER Working Papers 3480, National Bureau of Economic Research, Inc.
- Carl Chiarella & Alexander Khomin, 2000. "Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics," Working Paper Series 102, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.).
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