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Exchange Rate Dynamics with Chartists, Fundamentalists, and Rational Speculators in the Foreign Exchange Market
16 references·0 citing·44 second hop
Exchange Rate Dynamics with Chartists, Fundamentalists, and Rational Speculators in the Foreign Exchange Market (1997)Exchange Rate Dynamics with Chartists, Fu…FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)FOREIGN EXCHANGE RATE EXPECTA…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Exchange Rate Expectations and the Risk Premium: Tests For A Cross Section of 17 Currencies* (1993)Exchange Rate Expectations an…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Rationality of survey data and tests for market efficiency in the foreign exchange markets (1992)Rationality of survey data an…Exchange Rate Expectations: A Survey of Survey Studies (1991)Exchange Rate Expectations: A…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Famous First Bubbles (1990)Famous First BubblesOn the consistency of short-run and long-run exchange rate expectations (1989)On the consistency of short-r…Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (1989)Changing Beliefs and Systemat…The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: …Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Floating exchange rates, expectations and new information (1983)Floating exchange rates, expe…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Empirical exchange rate models of the seventies (1983)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Learning, Asset‐Pricing Tests, and Market Efficiency (2002)New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates (2008)Mean Reversion in Stock Prices: Evidence and Implications (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Forecasting Prices and Excess Returns in the Housing Market (1990)Speculative Dynamics (1991)Coordination of Expectations in Asset Pricing Experiments (2004)Extrapolation and bubbles (2018)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)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)History of Economic Analysis, by Joseph A. Schumpeter, Elizabeth Boody Schumpeter (1954)Manias, Panics, and Crashes: A History of Financial Crises (1979)Chapter 13 Financial decision-making in markets and firms: A behavioral perspective (1995)Human Behavior and the Efficiency of the Financial System (1998)Asset Pricing under Asymmetric Information (2001)The Quarterly Journal of Economics (2024)Rational Expectations and the Theory of Price Movements (1961)Pricing to Market when the Exchange Rate Changes (1986)Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Currency traders and exchange rate dynamics: a survey of the US market (2001)Social Mood and Financial Economics (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Perspectives on the recent currency crisis literature (1999)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)The market for borrowing stock (2002)Hedge Funds and the Technology Bubble (2004)The Market for News (2005)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1990Famous First Bubbles477 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 2003FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA367 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 1989Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange256 cited
  • 1988The Foreign Exchange Market: A Random Walk with a Dragging Anchor255 cited
  • 1991Exchange Rate Expectations: A Survey of Survey Studies221 cited
  • 1992Rationality of survey data and tests for market efficiency in the foreign exchange markets140 cited
  • 1983Floating exchange rates, expectations and new information93 cited
  • 1989On the consistency of short-run and long-run exchange rate expectations

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92 cited
  • 1993Exchange Rate Expectations and the Risk Premium: Tests For A Cross Section of 17 Currencies*87 cited
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