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The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists
16 references·12 citing·38 second hop
The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists (1986)The Dollar as Speculative Bubble: A Tale …MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Floating Exchange Rates: Experience and Prospects (1985)Floating Exchange Rates: Expe…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Perspectives on High World Real Interest Rates (1984)Perspectives on High World Re…Forward and spot exchange rates (1984)Forward and spot exchange rat…An investigation of risk and return in forward foreign exchange (1984)An investigation of risk and …International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)Capital Controls, Political R…Market "Efficiency" in a Market with Heterogeneous Information (1978)Market "Efficiency" in a Mark…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary Approach (1976)The Exchange Rate and the Bal…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 Economic Report of the President. 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(2003)Models of exchange rate expec…Speculative noise trading and manipulation in the foreign exchange market (2000)Speculative noise trading and…Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data (1999)Models of Exchange Rate Expec…Pattern recognition and procedurally rational expectations (1998)Pattern recognition and proce…Testing for non-linear dependence in inter-war exchange rates (1994)Testing for non-linear depend…A chaotic model of the exchange rate: The role of fundamentalists and chartists (1993)A chaotic model of the exchan…A note on fiscal policy, investment location decisions, and exchange rates (1991)A note on fiscal policy, inve…THE OIL-PRICE EFFECT ON THE DOLLAR/POUND RATE OF EXCHANGE (1989)THE OIL-PRICE EFFECT ON THE D…Empirical Assessment of Foreign Currency Risk Premiums (1989)Empirical Assessment of Forei…Exchange Rate Policy Reconsidered (1987)Exchange Rate Policy Reconsid…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Conditional variance and the risk premium in the foreign exchange market (1985)Capital mobility in the world economy: Theory and measurement (1986)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The monetary approach to the balance of payments (1977)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Order Flow and Exchange Rate Dynamics (1999)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)A General Equilibrium Approach To Monetary Theory (1969)In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)Empirical exchange rate models of the seventies (1983)Exchange Rate Economics: A Survey (1991)Stock prices and exchange rate dynamics (2005)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Are Phillips Curves Useful for Forecasting Inflation? (2001)United States Health Care Reform (2016)The irreversible momentum of clean energy (2017)The "Speculative Efficiency" Hypothesis (1980)Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1955The Economic Report of the President.665 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating480 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1976The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary Approach345 cited
  • 1980Capital Controls, Political Risk, and Deviations from Interest-Rate Parity329 cited
  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 1985Floating Exchange Rates: Experience and Prospects248 cited
  • 1984Perspectives on High World Real Interest Rates

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167 cited
  • 1978Market "Efficiency" in a Market with Heterogeneous Information151 cited
  • Cited by

    • 2005Equilibria in financial markets with heterogeneous agents: a probabilistic perspective124 cited
    • 1993A chaotic model of the exchange rate: The role of fundamentalists and chartists86 cited
    • 2007A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY73 cited
    • 2003Models of exchange rate expectations: how much heterogeneity?63 cited
    • 2000Speculative noise trading and manipulation in the foreign exchange market55 cited
    • 1998Pattern recognition and procedurally rational expectations34 cited
    • 1991A note on fiscal policy, investment location decisions, and exchange rates34 cited
    • 1994Testing for non-linear dependence in inter-war exchange rates29 cited
    • 1987Exchange Rate Policy Reconsidered29 cited
    • 1989Empirical Assessment of Foreign Currency Risk Premiums27 cited
    • 1989THE OIL-PRICE EFFECT ON THE DOLLAR/POUND RATE OF EXCHANGE15 cited
    • 1999Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data15 cited