Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market
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Cited by:
- Lyons, R.K., 1991.
"Private Beliefs and Information Externalities in the Foreign Exchange Market,"
Papers
91-17, Columbia - Graduate School of Business.
- Richard K. Lyons, 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," NBER Working Papers 3889, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A & Chinn, Menzie D, 1993.
"Exchange Rate Expectations and the Risk Premium: Tests for a Cross Section of 17 Currencies,"
Review of International Economics, Wiley Blackwell, vol. 1(2), pages 136-144, June.
- Jeffrey Frankel & Menzie Chinn, 1991. "Exchange Rate Expectations and the Risk Premium: Tests For a Cross- Section of 17 Currencies," NBER Working Papers 3806, National Bureau of Economic Research, Inc.
- Soderlind, Paul & Svensson, Lars, 1997.
"New techniques to extract market expectations from financial instruments,"
Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
- Söderlind, Paul & Svensson, Lars E.O., 1996. "New Techniques to Extract Market expectations from Financial Instruments," SSE/EFI Working Paper Series in Economics and Finance 142, Stockholm School of Economics.
- Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
- Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
- Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
- Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
- Marey, Philip S., 2004. "Exchange rate expectations: controlled experiments with artificial traders," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 283-304, March.
- van Norden, Simon, 1996.
"Regime Switching as a Test for Exchange Rate Bubbles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
- Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, University Library of Munich, Germany, revised 09 Aug 1995.
- Levin, Jay H., 1997. "Stabilization policy, exchange rate expectations, and international transmission," Journal of Policy Modeling, Elsevier, vol. 19(1), pages 19-40, February.
- Menzie Chinn & Jeffrey Frankel, 1991.
"Patterns in Exchange Rate Forecasts for 25 Currencies,"
NBER Working Papers
3807, National Bureau of Economic Research, Inc.
- Menzie Chinn and Jeffrey Frankel., 1993. "Patterns in Exchange Rate Forecasts for 25 Currencies," Center for International and Development Economics Research (CIDER) Working Papers C93-009, University of California at Berkeley.
- Chinn, Menzie & Frankel, Jeffrey, 1993. "Patterns in Exchange Rate Forecasts for 25 Currencies," Center for International and Development Economics Research (CIDER) Working Papers 233182, University of California-Berkeley, Department of Economics.
- Oberlechner, Thomas & Hocking, Sam, 2004. "Information sources, news, and rumors in financial markets: Insights into the foreign exchange market," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 407-424, June.
- Ali, Syed Zahid & Anwar, Sajid, 2011. "Supply-side effects of exchange rates, exchange rate expectations and induced currency depreciation," Economic Modelling, Elsevier, vol. 28(4), pages 1650-1672, July.
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Keywords
WP; price level; real GNP; inflation rate; money demand; RMSE values; simulation result; target path; indicator variable; spot-price price index; nominal GNP; Personal income; Monetary base; Vector autoregression; Inflation; Price stabilization;All these keywords.
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