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Exchange rates and fundamentals under adaptive learning
16 references·5 citing·34 second hop
Exchange rates and fundamentals under adaptive learning (2008)Exchange rates and fundamentals under ada…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …The Econometrics of Financial Markets (1997)The Econometrics of Financial…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Bounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Bounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…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…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries (2014)The dynamic relationship betw…A note on the relationship between market efficiency and adaptability – New evidence from artificial stock markets (2014)A note on the relationship be…MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY* (2012)MODEL UNCERTAINTY AND EXCHANG…Learning to forecast the exchange rate: Two competing approaches (2012)Learning to forecast the exch…Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle (2010)Model Misspecification, Learn…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)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Convergence Across States and Regions (1991)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 2012The Econometrics of Financial Markets5,875 cited
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  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
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  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1993Bounded Rationality in Macroeconomics945 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 1976

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A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence
824 cited

Cited by

  • 2012Learning to forecast the exchange rate: Two competing approaches44 cited
  • 2014A note on the relationship between market efficiency and adaptability – New evidence from artificial stock markets38 cited
  • 2012MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*28 cited
  • 2010Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle27 cited
  • 2014The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries18 cited