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Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
16 references·6 citing·45 second hop
Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven (2017)Exchange rate expectations since the fina…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Information Rigidity and the …What Can Survey Forecasts Tell Us about Information Rigidities? (2012)What Can Survey Forecasts Tel…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? (2006)Can Information Heterogeneity…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Why Bounded Rationality (1996)Why Bounded RationalityUsing Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…The origin of predictable behavior (1983)The origin of predictable beh…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…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…Fundamental determinants of exchange rate expectations (2024)Fundamental determinants of e…ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS (2022)ON THE RELATIONSHIP BETWEEN E…Research on Accounting Intelligence System Modeling of Financial Performance Evaluation (2021)Research on Accounting Intell…Is the negative interest rate policy effective? (2020)Is the negative interest rate…The Tobit cointegrated vector autoregressive model: An application to the currency market (2019)The Tobit cointegrated vector…Financial stress and its non-linear impact on CEE exchange rates (2018)Financial stress and its non-…The Nature of the Firm (1937)An Evolutionary Theory of Economic Change. (1983)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Investor Psychology and Asset Pricing (2001)Evolutionary games on graphs (2007)Salience and Taxation: Theory and Evidence (2009)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)The Structure of Scientific Revolutions (1963)An agenda for the study of institutions (1986)Prospect theory: An analysis of decision under risk (1988)Institutions and economic growth: An historical introduction (1989)The Approach of Institutional Economics (2007)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)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)Time to Build and Aggregate Fluctuations (1982)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The Impact of Uncertainty Shocks (2009)Diagnostic Expectations and Credit Cycles (2017)Five Facts about Beliefs and Portfolios (2019)Overreaction in Macroeconomic Expectations (2020)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Convergence Across States and Regions (1991)Optimal Sticky Prices under Rational Inattention (2009)Forecasting: theory and practice (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
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  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 1996Why Bounded Rationality1,522 cited
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  • 2004Exchange Rates and Fundamentals723 cited
  • 2006

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Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
569 cited

Cited by

  • 2022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS119 cited
  • 2018Financial stress and its non-linear impact on CEE exchange rates27 cited
  • 2020Is the negative interest rate policy effective?20 cited
  • 2024Fundamental determinants of exchange rate expectations17 cited
  • 2021Research on Accounting Intelligence System Modeling of Financial Performance Evaluation16 cited
  • 2019The Tobit cointegrated vector autoregressive model: An application to the currency market12 cited