Uncertainty aversion, carry trades and agent heterogeneity in the FX market
Author:
Funder
National Social Science Foundation of China
Publisher
Elsevier BV
Subject
Finance
Reference18 articles.
1. Knightian decision theory. Part I;Bewley;Dec. Econ. Finance,2002
2. Carry trades and endogenous regime switches in exchange rate volatility;Cho;J. Int. Finance Markets Inst. Money,2019
3. Dodging the steamroller: fundamentals versus the carry trade;Copeland;J. Int. Finance Markets, Inst. Money,2016
4. Heterogeneity of agents, transactions costs and the exchange rate;De Grauwe;J. Econ. Dyn. Control,2005
5. Exchange rate puzzles: a tale of switching attractor;De Grauwe;Eur. Econ. Rev.,2006
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1. Exchange rate stability and expectation management under heterogeneous expectations;International Review of Financial Analysis;2024-10
2. Heterogeneity of agents, transaction costs and oil price dynamics;Applied Economics;2023-12-22
3. Tobin Tax, Carry Trade, and the Exchange Rate Dynamics;Computational Economics;2023-03-30
4. Heterogeneous trading of option implied volatility;Applied Economics;2022-07-10
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