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Heterogeneous expectations, exchange rate dynamics and predictability · Study

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ArticleHeterogeneous expectations, exchange rate dynamics and predictability

Sebastiano Manzan2007

OA

Articlegreen2007

Heterogeneous expectations, exchange rate dynamics and predictability

Sebastiano Manzan · Frank H. Westerhoff

106 citations·0/0 files stored·Journal of Economic Behavior & Organization

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Economic theories and models

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References

1994Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1997Testing the equality of prediction mean squared errors 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model 1992The use of technical analysis in the foreign exchange market 1995Exchange rates and fundamentals: Evidence on long-horizon predictability 2005Exchange Rates and Fundamentals

Cited by

2008The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 2009Applying the method of simulated moments to estimate a small agent-based asset pricing model 2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 2017Estimation of financial agent-based models with simulated maximum likelihood

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2008Exchange Rate Dynamics in a Target Zone - A Heterogeneous Expectations Approachpreprint · 13 shared references 2008Exchange rate dynamics in a target zone—A heterogeneous expectations approacharticle · 12 shared references 2012Macro Approaches to Foreign Exchange Determinationother · 12 shared references 2009New evidence on nominal exchange rate predictabilityarticle · 12 shared references 2009Exchange Rates and Fundamentals: Footloose or Evolving Relationship?article · 11 shared references 2009Exchange Rate Dynamics: A Nonlinear Surveychapter · 11 shared references

Details

Year2007

Typearticle

Published2007-02-28

VenueJournal of Economic Behavior & Organization

ISSN-L0167-2681

Languageen

Citations106

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jebo.2006.08.005

openalex_workW2074764495

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