Experimental foreign exchange

Pacific Economic Review

Volumn 5, Issue 3, 2000, Pages 365-387

  Fisher, Eric O'n ^a,b   Kelly, Frank S ^a,b  

^a OHIO STATE UNIVERSITY   (United States)

^b INDIANA UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; MARKET CONDITIONS; THEORETICAL STUDY;

EID: 0033673554     PISSN: 1361374X     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0106.00111     Document Type: Article

References (27)

1. The formation and control of asset bubbles: An experimental study
2. The behavior of the exchange rate in the genetic algorithm and experimental economies
3. Contagious currency crises: First tests
4. Meteor showers or heat waves? Heteroskedastic intra daily volatility in the foreign exchange market
5. Explaining bubbles in experimental asset markets
6. Testing purchasing power parity under the null hypothesis of co-integration
7. On testing for speculative bubbles
8. Asset valuation in an experimental market
9. Using survey data to test standard propositions regarding exchange rate expectations
10. Forward discount bias: Is it an exchange risk premium
11. The case for flexible exchange rates
12. The robustness of bubbles and crashes in experimental spot markets
13. Real and nominal exchange rates in the long run: An empirical investigation
14. Information, trade and common knowledge
15. The principles of exchange rate determination in an international finance experiment
16. Dynamic stock markets with multiple assets: An experimental analysis
17. Forecasting dynamics and convergence to market fundamentals: Evidence from experimental asset markets
18. Efficiency of experimental securities markets with insider information: An application of rational-expectations models
19. Rational expectations and the aggregation of diverse information in laboratory security markets
20. Bubbles, crashes and endogenous expectations in experimental asset markets
21. Experimental asset markets: A survey
22. On the possibility of speculation under rational expectations
23. Price bubbles and crashes in experimental call markets