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Uncovered interest parity tests and exchange rate expectations
16 references·2 citing·34 second hop
Uncovered interest parity tests and exchange rate expectations (2004)Uncovered interest parity tests and excha…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …The weighing of evidence and the determinants of confidence (1992)The weighing of evidence and …Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for Common Trends (1988)Testing for Common TrendsExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…On the psychology of prediction. (1973)On the psychology of predicti…Belief in the law of small numbers. (1971)Belief in the law of small nu…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…A model of investor sentiment /A model of investor sentiment…Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle (2016)Exchange rate pass through, c…Supply-side effects of exchange rates, exchange rate expectations and induced currency depreciation (2011)Supply-side effects of exchan…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)Telling more than we can know: Verbal reports on mental processes. (1977)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Judgment under Uncertainty: Heuristics and Biases (1974)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Introduction: epistemic communities and international policy coordination (1992)
this work references cited by second hop

References

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  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1973On the psychology of prediction.6,201 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1971Belief in the law of small numbers.3,244 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1988Testing for Common Trends1,894 cited
  • 1992The weighing of evidence and the determinants of confidence1,842 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence

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Cited by

  • 2011Supply-side effects of exchange rates, exchange rate expectations and induced currency depreciation11 cited
  • 2016Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle10 cited