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An evaluation of survey exchange rate forecasts
15 references·0 citing·37 second hop
An evaluation of survey exchange rate forecasts (1990)An evaluation of survey exchange rate for…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2011)On Market Timing and Investme…The empirical evidence on the efficiency of forward and futures foreign exchange markets (1988)The empirical evidence on the…ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK‐US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA† (1988)ON RISK, RATIONALITY AND EXCE…Foreign exchange rates (1988)Foreign exchange ratesShort-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data (1987)Short-term and long-term expe…Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Biased predictors, rationality and the evaluation of forecasts (1986)Biased predictors, rationalit…Are foreign exchange forecasts rational? (1986)Are foreign exchange forecast…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts (1981)On Market Timing and Investme…The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The monetary dynamics of hyperinflation (1956)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence (1983)13 Financial applications of stable distributions (1996)Perspectives on the recent currency crisis literature (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Market Timing and Mutual Fund Investment Performance (1984)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Expectations and Exchange Rate Dynamics (1976)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)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)Asset‐pricing Puzzles and Incomplete Markets (1993)Global Currency Hedging (2010)Carry Trade and Momentum in Currency Markets (2011)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)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral heterogeneity in stock prices (2007)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts506 cited
  • 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 1988The empirical evidence on the efficiency of forward and futures foreign exchange markets235 cited
  • 1986Are foreign exchange forecasts rational?177 cited
  • 1987Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data111 cited
  • 1986Biased predictors, rationality and the evaluation of forecasts92 cited
  • 1988Foreign exchange rates

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64 cited
  • 1988ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK‐US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA†60 cited
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