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The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?
9 references·5 citing·39 second hopsampled
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? (2009)The Feeble Link between Exchange Rates an…The Scapegoat Theory of Exchange Rates: The First Tests (2012)The Scapegoat Theory of Excha…Exchange Rate Models Are Not as Bad as You Think (2007)Exchange Rate Models Are Not …Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Viewpoint: Towards a solution…Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Towards a solution to the puz…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…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks (2021)An International Dynamic Term…Exchange rates and fundamentals: A bootstrap panel data analysis (2018)Exchange rates and fundamenta…An equilibrium foundation of the Soros chart (2015)An equilibrium foundation of …Dynamic expectation formation in the foreign exchange market (2013)Dynamic expectation formation…Statistical and Economic Methods for Evaluating Exchange Rate Predictability (2012)Statistical and Economic Meth…Expectations and Exchange Rate Dynamics (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Econometric policy evaluation: A critique (1976)The Econometrics of Financial Markets (1997)Arbitrage in the foreign exchange market: Turning on the microscope (2008)Exchange rate forecasting, order flow and macroeconomic information (2009)Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)The Purchasing Power Parity Puzzle (1996)Out-of-sample exchange rate predictability with Taylor rule fundamentals (2008)Can Exchange Rates Forecast Commodity Prices? * (2010)Rare Disasters and Exchange Rates * (2015)Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)Yield Curve Predictors of Foreign Exchange Returns (2010)Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle (2012)The Econometrics of Financial Markets (2012)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)Exchange Rate Predictability (2013)Continuous Auctions and Insider Trading (1985)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)On the unstable relationship between exchange rates and macroeconomic fundamentals (2013)Bankruptcy Law and Bank Financing (2015)Exchange rate expectations and economic policy uncertainty (2016)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect theory: An analysis of decision under risk (1988)MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY* (2012)Exchange rate forecasts and expected fundamentals (2015)Sentiment: The bridge between financial markets and macroeconomy (2021)Predictive regressions (1999)International Financial Adjustment (2007)
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 2007Exchange Rate Models Are Not as Bad as You Think431 cited
  • 2012The Scapegoat Theory of Exchange Rates: The First Tests295 cited
  • 2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?273 cited
  • 2005Towards a solution to the puzzles in exchange rate economics: where do we stand?121 cited

Cited by

  • 2013Dynamic expectation formation in the foreign exchange market54 cited
  • 2012Statistical and Economic Methods for Evaluating Exchange Rate Predictability50 cited
  • 2021An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks30 cited
  • 2015An equilibrium foundation of the Soros chart16 cited
  • 2018Exchange rates and fundamentals: A bootstrap panel data analysis15 cited

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