Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say

Citations

Cited by:

1. Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
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   • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01411784, HAL.
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   • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris Nanterre, EconomiX.
   • Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print hal-01638224, HAL.
6. Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald, 2003. "Models of exchange rate expectations: how much heterogeneity?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 113-136, April.
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8. Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2015. "Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding," International Journal of Forecasting, Elsevier, vol. 31(1), pages 130-139.
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