Models of exchange rate expectations: how much heterogeneity?

Author:

Bénassy-Quéré Agnès,Larribeau Sophie,MacDonald Ronald

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. Are banks market timers or market makers? Explaining foreign exchange trading profits;Ammer;Journal of International Financial Markets Institutions and Money,1997

2. Les anticipations de change d'après les données d'enquêtes: un bilan de la littérature;Bénassy-Quéré;Revue d’Économie Politique,1997

3. Bénassy-Quéré, A., Larribeau S., MacDonald R., 1999. Models of Exchange Rate Expectations: How Much Heterogeneity”, CEPII Discussion paper nb 1999-03 http://www.cepii.fr/anglaisgraph/workpap/summaries/1999/wp99-14.htm.

4. Further evidence on exchange rate expectations;Cavaglia;Journal of International Money and Finance,1993

5. On the biasedness of forward foreign exchange rates: irrationality or risk premium;Cavaglia;Journal of Business,1993

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