Heterogeneous expectations, exchange rate dynamics and predictability

Journal of Economic Behavior and Organization

Volumn 64, Issue 1, 2007, Pages 111-128

  Manzan, Sebastiano ^a   Westerhoff, Frank H ^b  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

^b UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

Exchange rates; Forecasting; Heterogeneous expectations; Nonlinear models

Indexed keywords

EID: 34447525647     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2006.08.005     Document Type: Article

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