SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
SURVEY DATA ON EXCHANGE RATE EXPECTATIONS: MORE CURRENCIES, MORE HORIZONS, MORE TESTS
16 references·12 citing·36 second hop
SURVEY DATA ON EXCHANGE RATE EXPECTATIONS: MORE CURRENCIES, MORE HORIZONS, MORE TESTS (2002)SURVEY DATA ON EXCHANGE RATE EXPECTATIONS…The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)FOREIGN EXCHANGE RATE EXPECTA…MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Exchange Rate Expectations: A Survey of Survey Studies (1991)Exchange Rate Expectations: A…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeForward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (1989)Changing Beliefs and Systemat…The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: …Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Forward and spot exchange rates (1984)Forward and spot exchange rat…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…An investigation of risk and return in forward foreign exchange (1984)An investigation of risk and …Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (1983)Risk Averse Speculation in th…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks (2021)An International Dynamic Term…Can monetary policy cause the uncovered interest parity puzzle? (2016)Can monetary policy cause the…The Forward Market in Emerging Currencies: Less Biased than in Major Currencies (2009)The Forward Market in Emergin…The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself (2009)The Carry Trade and Fundament…THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS (2008)THE ECONOMICS OF THE UNCOVERE…THE ECONOMICS OF UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS: A SURVEY (2007)THE ECONOMICS OF UNCOVERED IN…Incomplete Information Processing: A Solution to the Forward Discount Puzzle (2007)Incomplete Information Proces…Can exchange rate volatility explain persistence in the forward premium? (2007)Can exchange rate volatility …Uncovered Interest Parity (2006)Uncovered Interest ParityIncomplete Information Processing: A Solution to the Forward Discount Puzzle (2006)Incomplete Information Proces…Rational Inattention: A Solution to the Forward Discount Puzzle (2005)Rational Inattention: A Solut…Uncovered interest parity tests and exchange rate expectations (2004)Uncovered interest parity tes…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)The "Speculative Efficiency" Hypothesis (1981)Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Currency Hedging for International Portfolios (1993)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Short- Term Interest Rates as Predictors of Inflation (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Continuous Auctions and Insider Trading (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Expectations and Exchange Rate Dynamics (1976)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)A General Equilibrium Approach To Monetary Theory (1969)Empirical exchange rate models of the seventies (1983)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)Exchange Rate Economics: A Survey (1991)Stock prices and exchange rate dynamics (2005)Oil prices and the rise and fall of the US real exchange rate (1998)Affine Term Structure Models and the Forward Premium Anomaly (2001)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Forecast comparisons in unstable environments (2010)
this work references cited by second hop

References

  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1984Exchange rates and international macroeconomics370 cited
  • 2003FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA367 cited
  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models276 cited
  • 1989Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange256 cited
  • 1988The Foreign Exchange Market: A Random Walk with a Dragging Anchor

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

255 cited
  • 1991Exchange Rate Expectations: A Survey of Survey Studies221 cited
  • Cited by

    • 2009The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself69 cited
    • 2009The Forward Market in Emerging Currencies: Less Biased than in Major Currencies61 cited
    • 2008THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS58 cited
    • 2005Rational Inattention: A Solution to the Forward Discount Puzzle58 cited
    • 2007Incomplete Information Processing: A Solution to the Forward Discount Puzzle38 cited
    • 2006Uncovered Interest Parity32 cited
    • 2021An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks30 cited
    • 2007THE ECONOMICS OF UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS: A SURVEY26 cited
    • 2006Incomplete Information Processing: A Solution to the Forward Discount Puzzle23 cited
    • 2007Can exchange rate volatility explain persistence in the forward premium?23 cited
    • 2004Uncovered interest parity tests and exchange rate expectations13 cited
    • 2016Can monetary policy cause the uncovered interest parity puzzle?11 cited