Bandwagon effects and run patterns in exchange rates

Author:

Rötheli Tobias F.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference23 articles.

1. Exchange rate expectations and monetary policy;Dornbusch;J. Int. Econ.,1976

2. Purchasing power in the long-run: a test of the dollar/pound exchange rate (1890–1978);Edison;J. Money Credit Banking,1987

3. Modeling the persistence of conditional variances;Engle;Econometric Rev.,1986

4. Long swings in the dollar: are they in the data and do markets know it?;Engel;Am. Econ. Rev.,1990

5. Intuitive time-series extrapolation;Eggleton;J. Accounting Res.,1982

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