Pension Fund Managers and the Structure of the Foreign Exchange Market
Author
Abstract
Suggested Citation
DOI: 10.32468/Espe.5404
Download full text from publisher
Other versions of this item:
- Hernando Vargas & Yanneth Rocio Betancourt, 2007. "Pension Fund Managers and the Structure of the Foreign Exchange Market," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 122-155, June.
References listed on IDEAS
- 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 133-153, March.
- Richard K. Lyons, 1991.
"Private Beliefs and Information Externalities in the Foreign Exchange Market,"
NBER Working Papers
3889, National Bureau of Economic Research, Inc.
- Lyons, R.K., 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," Papers 91-17, Columbia - Graduate School of Business.
- 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 133-153, 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.
- Lui, Yu-Hon & Mole, David, 1998. "The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 535-545, June.
- Taylor, Mark P. & Allen, Helen, 1992. "The use of technical analysis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 11(3), pages 304-314, June.
- Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Hernando Vargas & Rocío Betnacourt, 2006.
"Pension Fund Managers Behavior In The Foreign Exchange Market,"
Borradores de Economia
391, Banco de la Republica de Colombia.
- Hernando Vargas H. & Rocío Betancourt, 2006. "Pension Fund Managers Behavior In The Foreign Exchange Market," Borradores de Economia 3317, Banco de la Republica.
- Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004.
"How do UK-based foreign exchange dealers think their market operates?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 289-306.
- Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers.
- Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," NBER Working Papers 7524, National Bureau of Economic Research, Inc.
- Georges Prat & Remzi Uctum, 2015.
"Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data,"
Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411785, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01638223, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers 2014-235, Department of Research, Ipag Business School.
- Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print hal-01385957, HAL.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
- Charles van Marrewijk, 2005.
"Basic Exchange Rate Theories,"
Tinbergen Institute Discussion Papers
05-024/2, Tinbergen Institute.
- Charles Van Marrewijk, 2005. "Basic Exchange Rate Theories," Centre for International Economic Studies Working Papers 2005-01, University of Adelaide, Centre for International Economic Studies.
- Xu, Juanyi, 2010. "Noise traders, exchange rate disconnect puzzle, and the Tobin tax," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 336-357, March.
- M A Sánchez-Granero & J E Trinidad-Segovia & J Clara-Rahola & A M Puertas & F J De las Nieves, 2017. "A model for foreign exchange markets based on glassy Brownian systems," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-22, December.
- Cheung, Yin-Wong & Chinn, Menzie David, 2001.
"Currency traders and exchange rate dynamics: a survey of the US market,"
Journal of International Money and Finance, Elsevier, vol. 20(4), pages 439-471, August.
- Yin-Wong Cheung & Menzie D. Chinn, 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series 251, CESifo.
- Manzan, Sebastiano & Westerhoff, Frank H., 2007.
"Heterogeneous expectations, exchange rate dynamics and predictability,"
Journal of Economic Behavior & Organization, Elsevier, vol. 64(1), pages 111-128, September.
- Manzan, S. & Westerhoff, F., 2002. "Heterogeneous Expectations, Exchange Rate Dynamics and Predictability," CeNDEF Working Papers 02-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sulaiman Al-Jassar, 2019. "Fundamental and Technical Trading in the Emerging Market of an Oil-Based Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-19, March.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013.
"Agent-based financial markets and New Keynesian macroeconomics: a synthesis,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Frank H. Westerhoff, 2009. "Exchange Rate Dynamics: A Nonlinear Survey," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 11, Edward Elgar Publishing.
- Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers hal-04141348, HAL.
- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012. "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 719-735.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008.
"Dispersion of Beliefs in the Foreign Exchange Market,"
CEPR Discussion Papers
6738, C.E.P.R. Discussion Papers.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009. "Dispersion of Beliefs in the Foreign Exchange Market," LSF Research Working Paper Series 09-01, Luxembourg School of Finance, University of Luxembourg.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
- Stephan Schulmeister, 2000. "Technical Analysis and Exchange Rate Dynamics," WIFO Studies, WIFO, number 25857.
- Oscar Bajo-Rubio & Simón Sosvilla Rivero, 1993. "Teorías del tipo de cambio: una panorámica," Documentos de Trabajo del ICAE 9307, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013.
"Strategy switching in the Japanese stock market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Ryuichi Yamamoto & Hideaki Hirata, "undated". "Strategy Switching in the Japanese Stock Market," Working Paper 164466, Harvard University OpenScholar.
- Hirota, Shinichi & Sunder, Shyam, 2007.
"Price bubbles sans dividend anchors: Evidence from laboratory stock markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1875-1909, June.
- Shin'ichi Hirota & Shyam Sunder, 2002. "Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets," Yale School of Management Working Papers amz2616, Yale School of Management, revised 01 Feb 2007.
- Shinichi Hirota & Shyam Sunder, 2005. "Price Bubbles sans Dividend Anchors: Evidence from Laboratory Stock Markets," ISER Discussion Paper 0634, Institute of Social and Economic Research, Osaka University.
More about this item
Keywords
pension funds; foreign exchange mar-ket; market power.;All these keywords.
JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- F31 - International Economics - - International Finance - - - Foreign Exchange
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000107:004642. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Espe (email available below). General contact details of provider: https://edirc.repec.org/data/brcgvco.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.