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An empirical examination of the Post Keynesian view of forward exchange rates
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 1994Puzzles in International Financial Markets523 cited
  • 2003FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA367 cited
  • 1985Divergence of Opinion in Complete Markets: A Note355 cited
  • 1992Applied Econometric Techniques.337 cited
  • 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence315 cited
  • 1991Rational Expectations: a Fallacious Foundation for Studying Crucial Decision Making Processes265 cited
  • 1981Alternative procedures and associated tests of significance for non-nested hypotheses237 cited
  • 1987Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models177 cited
  • 1998Strategic trading, asymmetric information and heterogeneous prior beliefs164 cited

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  • 2007FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS104 cited
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    • 2019Exchange rates and the balance of payments: Reconciling an inconsistency in Post Keynesian theory13 cited