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Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data*
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Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* (2007)Switching between Expectation Processes i…How do UK‐based foreign exchange dealers think their market operates? (2004)How do UK‐based foreign excha…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Currency traders and exchange rate dynamics: a survey of the US market (2001)Currency traders and exchange…The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)The use of fundamental and te…Is there a peso problem? Evidence from the dollar/pound exchange rate, 1976-1987 (1993)Is there a peso problem? Evid…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Charts, Noise and Fundamental…Chartists, Fundamentalists, and Trading in the Foreign Exchange Market (1990)Chartists, Fundamentalists, a…Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists (1986)Understanding the U.S. Dollar…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations (1977)A Model of Exchange Rate Dete…Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy? (1976)Economically Rational Expecta…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…Empirical exchange rate models of the seventies (1983)How Big Is the Random Walk in GNP? (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)ARCH modeling in finance (1992)The Economics of Exchange Rates (2003)Introductory Econometrics for Finance (2008)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The monetary approach to the balance of payments (1977)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)Order Flow and Exchange Rate Dynamics (1999)Expectations and Exchange Rate Dynamics (1976)On the Impossibility of Informationally Efficient Markets (1980)Technical Analysis in Financial Markets (2004)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Noise Trader Risk in Financial Markets (1990)Information Markets and the Comovement of Asset Prices (2006)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Manipulation and the Allocational Role of Prices (2008)The Analysis of Economic Time-Series-Part I: Prices (1953)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Fairness and Retaliation: The Economics of Reciprocity (2000)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)Volume, Volatility, and the Dispersion of Beliefs (1993)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2005)No Single Currency Regime is Right for All Countries or At All Times (1999)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating480 cited
  • 1990Charts, Noise and Fundamentals in the London Foreign Exchange Market394 cited
  • 1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market347 cited
  • 1977A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations341 cited
  • 1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited
  • 1976Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?294 cited
  • 1986Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists194 cited

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  • 1993Is there a peso problem? Evidence from the dollar/pound exchange rate, 1976-1987189 cited
  • 2004How do UK‐based foreign exchange dealers think their market operates?174 cited
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