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Noise trading and delayed exchange rate overshooting

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  • Pierdzioch, Christian

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  • Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
    • Handle: RePEc:eee:jeborg:v:58:y:2005:i:1:p:133-156
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    25. Devereux, Michael B. & Engel, Charles, 2002. "Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 913-940, July.
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    Cited by:

    1. Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Research Discussion Papers 19/2007, Bank of Finland.
    2. Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Bank of Finland Research Discussion Papers 19/2007, Bank of Finland.
    3. Pippenger, John, 2008. "Freely Floating Exchange Rates Do Not Systematically Overshoot," University of California at Santa Barbara, Economics Working Paper Series qt97m8z6hw, Department of Economics, UC Santa Barbara.
    4. Hoffmann, Mathias & Søndergaard, Jens & Westelius, Niklas J., 2007. "The timing and magnitude of exchange rate overshooting," Discussion Paper Series 1: Economic Studies 2007,28, Deutsche Bundesbank.

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