Learning, the Forward Premium Puzzle and Market Efficiency
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- In praise of belief in efficient markets
by chris dillow in Stumbling and Mumbling on 2009-02-13 17:14:47
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- Lewis Vivien & Markiewicz Agnieszka, 2009.
"Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 9(1), pages 1-24, April.
- V. Lewis & A. Markiewicz, 2009. "Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/563, Ghent University, Faculty of Economics and Business Administration.
- Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research 168, National Bank of Belgium.
- Brian Lucey & Grace Loring, 2012. "Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract:," The Institute for International Integration Studies Discussion Paper Series iiisdp404, IIIS.
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KeywordsSpot Exchange Rate; Forward Rate; Constant-gain Recursive Least Squares Learning.;
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