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Exchange rate forecasts and expected fundamentals
16 references·0 citing·41 second hop
Exchange rate forecasts and expected fundamentals (2015)Exchange rate forecasts and expected fund…Exchange Rate Predictability (2013)Exchange Rate PredictabilityCarry Trades and Global Foreign Exchange Volatility (2012)Carry Trades and Global Forei…International Financial Adjustment (2007)International Financial Adjus…Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? (2006)Can Information Heterogeneity…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES (1999)UNEQUALLY SPACED PANEL DATA R…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Currency momentum strategies (2012)Conditional risk premia in currency markets and other asset classes (2014)Intermediary asset pricing: New evidence from many asset classes (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Multiproduct Firms and Trade Liberalization (2011)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)How do business and financial cycles interact? (2012)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)High-Frequency Trading and Price Discovery (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Exchange Rate Dynamics Redux (1995)Exchange Rates, Equity Prices, and Capital Flows (2005)International Liquidity and Exchange Rate Dynamics * (2015)Trading and Arbitrage in Cryptocurrency Markets (2018)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)Forecasting with panel data (2008)The Structure of Inequality and the Politics of Redistribution (2011)Testing Asymmetric-Information Asset Pricing Models (2012)Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect (2002)Optimal Currency Areas (2002)Information costs and home bias: an analysis of US holdings of foreign equities (2004)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES965 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 2012Carry Trades and Global Foreign Exchange Volatility925 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 2013Exchange Rate Predictability654 cited
  • 2007International Financial Adjustment636 cited
  • 2006

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Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
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