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Journal of Money, Credit and Banking
Volumn 41, Issue 2-3, 2009, Pages 437-442
The feeble link between exchange rates and fundamentals: Can we blame the discount factor?
Author keywords

Discount factor; Exchange rate expectations; Exchange rates; Fundamentals
Indexed keywords

EID: 63349111044     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2009.00212.x     Document Type: Short Survey
Times cited : (24)
References (6)
  • 1
    • 28244433528 scopus 로고    scopus 로고
    • Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
    • and
    • Cheung, Yin-Wong, Menzie Chinn, and Antonio Garcia Pascual 2005 Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? Journal of International Money and Finance, 24, 1150 75.
    • (2005) Journal of International Money and Finance , vol.24 , pp. 1150-1175
    • Cheung Y.-Wong1    Chinn, M.2    Pascual, A.G.3
  • 2
    • 21044437667 scopus 로고    scopus 로고
    • Exchange Rates and Fundamentals
    • and
    • Engel, Charles, and Kenneth D. West 2005 Exchange Rates and Fundamentals Journal of Political Economy, 113, 485 517.
    • (2005) Journal of Political Economy , vol.113 , pp. 485-517
    • Engel, C.1    West, K.D.2
  • 3
    • 46749125757 scopus 로고    scopus 로고
    • Exchange Rate Models Are Not as Bad as You Think
    • and. In. edited by. A.,*Daron. Kenneth Rogoff. and. Michael Woodford. pp. Cambridge, MA. MIT Press.
    • Engel, Charles, Nelson C. Mark, and Kenneth D. West 2007 Exchange Rate Models Are Not as Bad as You Think In NBER Macroeconomics Annual 2007, edited by Acemoglu, Daron, Kenneth Rogoff, and Michael Woodford, pp. 381 441. Cambridge, MA : MIT Press.
    • (2007) NBER Macroeconomics Annual 2007 , pp. 381-441
    • Engel, C.1    Mark, N.C.2    West, K.D.3
  • 4
    • 0001413344 scopus 로고
    • Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability.
    • Mark, Nelson C. (1995 Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. American Economic Review, 85, 201 18.
    • (1995) American Economic Review , vol.85 , pp. 201-218
    • Mark, N.C.1
  • 5
    • 33846907054 scopus 로고
    • Empirical Exchange Rate Models of the Seventies: Do They Fit out of Sample?
    • and
    • Meese, Richard, and Kenneth Rogoff 1983 Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample? Journal of International Economics, 14, 3 24.
    • (1983) Journal of International Economics , vol.14 , pp. 3-24
    • Meese, R.1    Rogoff, K.2
  • 6
    • 26844533699 scopus 로고    scopus 로고
    • Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?
    • Sarno, Lucio 2005 Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand? Canadian Journal of Economics, 38, 673 708.
    • (2005) Canadian Journal of Economics , vol.38 , pp. 673-708
    • Sarno, L.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.