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The Impact of News and Alternative Theories of Exchange Rate Determination
16 references·7 citing·41 second hop
The Impact of News and Alternative Theories of Exchange Rate Determination (1985)The Impact of News and Alternative Theori…A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models (1985)A rational expectations appro…Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (1983)Risk Averse Speculation in th…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Money supply announcements, interest rates, and foreign exchange (1982)Money supply announcements, i…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…Macroeconomic Determinants of Real Exchange Rates (1981)Macroeconomic Determinants of…The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach (1980)The Role of Trade Flows in Ex…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas) (1978)The Monetary Approach to the …Exchange Rates and the International Adjustment Process (1978)Exchange Rates and the Intern…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach (1977)The Exchange Rate And The Bal…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The Monetary Approach to Balance-of-Payments Theory (1972)The Monetary Approach to Bala…News sentiment and overshooting of exchange rates (2016)News sentiment and overshooti…Macroeconomic News, Order Flows and Exchange Rates (2007)Macroeconomic News, Order Flo…Macroeconomic News and the Euro/Dollar Exchange Rate (2005)Macroeconomic News and the Eu…Asymmetric impact of trade balance news on asset prices (1998)Asymmetric impact of trade ba…The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour (1997)The Effects of Macroeconomic …A note on economic news and intraday exchange rates (1997)A note on economic news and i…ECONOMETRIC APPROACHES TO EMPIRICAL MODELS OF EXCHANGE RATE DETERMINATION (1991)ECONOMETRIC APPROACHES TO EMP…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)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 monetary dynamics of hyperinflation (1956)International Economics (1969)A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations (1977)The monetary approach to the balance of payments (1977)A Model of Exchange Rate Dynamics (1982)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)Order Flow and Exchange Rate Dynamics (1999)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Specification Tests in Econometrics (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)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)Short- Term Interest Rates as Predictors of Inflation (2021)Rational Expectations and the Theory of Price Movements (1961)Cointegration and models of exchange rate determination (1987)Chapter 33 Empirical research on nominal exchange rates (1995)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)International Capital Flows and Portfolio Equilibrium (1974)A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience (1976)Devaluation and the J-Curve: Some Evidence from LDCs (1985)Convergence Across States and Regions (1991)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating480 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1977The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach365 cited
  • 1972The Monetary Approach to Balance-of-Payments Theory356 cited
  • 1978The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas)304 cited
  • 1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models276 cited
  • 1985A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models270 cited
  • 1978Exchange Rates and the International Adjustment Process122 cited
  • 1980The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach

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120 cited
  • 1982Money supply announcements, interest rates, and foreign exchange118 cited
  • 1981Macroeconomic Determinants of Real Exchange Rates115 cited
  • Cited by

    • 1997The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour40 cited
    • 2005Macroeconomic News and the Euro/Dollar Exchange Rate28 cited
    • 2007Macroeconomic News, Order Flows and Exchange Rates27 cited
    • 1998Asymmetric impact of trade balance news on asset prices24 cited
    • 1997A note on economic news and intraday exchange rates22 cited
    • 2016News sentiment and overshooting of exchange rates16 cited
    • 1991ECONOMETRIC APPROACHES TO EMPIRICAL MODELS OF EXCHANGE RATE DETERMINATION13 cited