Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate
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- Bofinger, Peter & Schmidt, Robert, 2003. "Should one rely on professional exchange rate forecasts: An empirical analysis of professional forecasts for the €/US-$ rate," W.E.P. - Würzburg Economic Papers 38, University of Würzburg, Chair for Monetary Policy and International Economics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Timo WOLLMERSHAEUSER & Robert SCHMIDT, "undated".
"Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model,"
- Schmidt, Robert & Wollmershäuser, Timo, 2004. "Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model," W.E.P. - Würzburg Economic Papers 50, University of Würzburg, Chair for Monetary Policy and International Economics.
- Leitner, Johannes & Schmidt, Robert & Bofinger, Peter, 2003.
"Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices,"
W.E.P. - Würzburg Economic Papers
39, University of Würzburg, Chair for Monetary Policy and International Economics.
- Bofinger, Peter & Leitner, Johannes & Schmidt, Robert, 2004. "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers 4230, C.E.P.R. Discussion Papers.
- Stephan Schulmeister, 2008.
"Components of the profitability of technical currency trading,"
Applied Financial Economics,
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- Stephan Schulmeister, 2005. "Components of the Profitability of Technical Currency Trading," WIFO Working Papers 263, WIFO.
- Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 98(3), pages 415-438, December.
- Ravi Balakrishnan & Stefan Laseen & Andrea Pescatori, 2016. "U.S. Dollar Dynamics; How Important Are Policy Divergence and FX Risk Premiums?," IMF Working Papers 16/125, International Monetary Fund.
- repec:kap:theord:v:85:y:2018:i:2:d:10.1007_s11238-017-9608-x is not listed on IDEAS
More about this item
Keywordsanchoring heuristic; behavioural finance; forecasts; foreign exchange market; rational expectations;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2004-02-29 (Risk Management)
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