SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Foreign Exchange Market: A Random Walk with a Dragging Anchor
4 references·16 citing·42 second hop
The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: A Random Wal…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 23 Heterogeneous Agen…Traders' Engagement with Markets: A Postsocial Relationship (2004)Traders' Engagement with Mark…How do UK‐based foreign exchange dealers think their market operates? (2004)How do UK‐based foreign excha…Importance of technical and fundamental analysis in the European foreign exchange market (2001)Importance of technical and f…Agent-based computational finance: Suggested readings and early research (2000)Agent-based computational fin…A survey of market practitioners’ views on exchange rate dynamics (2000)A survey of market practition…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Optimal hedging using cointegration (1999)Optimal hedging using cointeg…The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)The use of fundamental and te…The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)The socio-economic dynamics o…The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors (1997)The Term Structure of Forward…Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market (1997)Informed Traders, Interventio…A simultaneous trade model of the foreign exchange hot potato (1997)A simultaneous trade model of…Chapter 33 Empirical research on nominal exchange rates (1995)Chapter 33 Empirical research…Bid—ask spreads and volatility in the foreign exchange market (1994)Bid—ask spreads and volatilit…Currency Fluctuations in the Post-Bretton Woods Era (1990)Currency Fluctuations in the …Limited-dependent and qualitative variables in econometrics (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)ARCH modeling in finance (1992)Is There Private Information in the FX Market? The Tokyo Experiment (1998)Dynamics of Trade-by-Trade Price Movements: Decomposition and Models (2003)Forecasting volatility of the U.S. oil market (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Chapter 24 Agent-based Computational Finance (2006)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Negative bubbles and shocks in cryptocurrency markets (2016)On the Impossibility of Informationally Efficient Markets (1980)The equity premium: A puzzle (1985)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Empirical exchange rate models of the seventies (1983)The Noise Trader Approach to Finance (1990)Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2005)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Variation of Certain Speculative Prices (1963)Noise Trader Risk in Financial Markets (1990)The variation of certain speculative prices (1997)The Framing of Decisions and the Psychology of Choice (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)European Exchange Rate Credibility Before the Fall (1993)Exchange Rates and Oil Prices (1998)Oil prices and exchange rates: Norwegian evidence (2004)American Economic Review (2019)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Heterogeneous Agent Models in Economics and Finance (2005)Behavioral heterogeneity in stock prices (2007)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited

Cited by

  • 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions641 cited
  • 2000Agent-based computational finance: Suggested readings and early research557 cited
  • 2006Chapter 23 Heterogeneous Agent Models in Economics and Finance542 cited
  • 1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited
  • 1994Bid—ask spreads and volatility in the foreign exchange market300 cited
  • 1990Currency Fluctuations in the Post-Bretton Woods Era284 cited
  • 1997A simultaneous trade model of the foreign exchange hot potato280 cited
  • 1997Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market236 cited
  • 2004Traders' Engagement with Markets: A Postsocial Relationship224 cited
  • 2000A survey of market practitioners’ views on exchange rate dynamics

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

214 cited
  • 1995Chapter 33 Empirical research on nominal exchange rates207 cited
  • 1999Optimal hedging using cointegration189 cited
  • 1999Order Flow and Exchange Rate Dynamics183 cited
  • 2004How do UK‐based foreign exchange dealers think their market operates?174 cited
  • 2001Importance of technical and fundamental analysis in the European foreign exchange market165 cited
  • 1997The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors163 cited