-
1
-
-
4043050162
-
A scapegoat model of exchange rate determination
-
Bacchetta P, van Wincoop E. A scapegoat model of exchange rate determination. Am Econ Rev Pap Proc 2004;94:114-118.
-
(2004)
Am Econ Rev Pap Proc
, vol.94
, pp. 114-118
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
2
-
-
33747706175
-
Can information heterogeneity explain the exchange rate determination puzzle?
-
Bacchetta P, van Wincoop E. Can information heterogeneity explain the exchange rate determination puzzle? Am Econ Rev 2006;96:552-576.
-
(2006)
Am Econ Rev
, vol.96
, pp. 552-576
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
3
-
-
34547303220
-
Random walk expectations and the forward discount puzzle
-
Bacchetta P, van Wincoop E. Random walk expectations and the forward discount puzzle. Am Econ Rev Pap Proc 2007;97:346-350.
-
(2007)
Am Econ Rev Pap Proc
, vol.97
, pp. 346-350
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
4
-
-
47749096695
-
Higher order expectations in asset pricing
-
Bacchetta P, van Wincoop E. Higher order expectations in asset pricing. J Money Credit Bank 2008;40:837-866.
-
(2008)
J Money Credit Bank
, vol.40
, pp. 837-866
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
5
-
-
77955140950
-
Infrequent portfolio decisions: a solution to the forward discount puzzle
-
Bacchetta P, van Wincoop E. Infrequent portfolio decisions: a solution to the forward discount puzzle. Am Econ Rev 2010;100:837-869.
-
(2010)
Am Econ Rev
, vol.100
, pp. 837-869
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
6
-
-
77957656874
-
On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals mimeo
-
Bacchetta P, van Wincoop E. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals mimeo; 2011.
-
(2011)
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
8
-
-
33847668476
-
Stock prices, news and economic fluctuations
-
Beaudry P, Portier F. Stock prices, news and economic fluctuations. Am Econ Rev 2006;96(4): 1293-1307.
-
(2006)
Am Econ Rev
, vol.96
, Issue.4
, pp. 1293-1307
-
-
Beaudry, P.1
Portier, F.2
-
10
-
-
43049170045
-
Can perpetual learning explain the forward-premium puzzle?
-
Chakraborty A, Evans GW. Can perpetual learning explain the forward-premium puzzle? J Monet Econ 2008;55: 477-490.
-
(2008)
J Monet Econ
, vol.55
, pp. 477-490
-
-
Chakraborty, A.1
Evans, G.W.2
-
11
-
-
0008775889
-
Currency traders and exchange rate dynamics: a survey of the US market
-
Cheung Y-W, Chinn MD. Currency traders and exchange rate dynamics: a survey of the US market. J Int Money Finance 2001;20(4): 439-471.
-
(2001)
J Int Money Finance
, vol.20
, Issue.4
, pp. 439-471
-
-
Cheung, Y.-W.1
Chinn, M.D.2
-
12
-
-
28144432892
-
The exchange rate and its fundamentals in a complex world
-
De Grauwe P, Grimaldi M. The exchange rate and its fundamentals in a complex world. Rev Int Econ 2005;13(3):549-575.
-
(2005)
Rev Int Econ
, vol.13
, Issue.3
, pp. 549-575
-
-
De Grauwe, P.1
Grimaldi, M.2
-
13
-
-
34548226238
-
Expectations and exchange rate policy
-
NBER working paper 12213
-
Devereux MB, Engel C. Expectations and exchange rate policy. NBER working paper 12213; 2006.
-
(2006)
-
-
Devereux, M.B.1
Engel, C.2
-
14
-
-
84959805338
-
Some empirical evidence on the effects of shocks to monetary policy on exchange rates
-
Eichenbaum M, Evans CL. Some empirical evidence on the effects of shocks to monetary policy on exchange rates. Q J Econ 1995;110:975-1009.
-
(1995)
Q J Econ
, vol.110
, pp. 975-1009
-
-
Eichenbaum, M.1
Evans, C.L.2
-
15
-
-
0030163502
-
The forward discount anomaly and the risk premium: a survey of recent evidence
-
Engel C. The forward discount anomaly and the risk premium: a survey of recent evidence. J Empir Finance 1996;3:123-192.
-
(1996)
J Empir Finance
, vol.3
, pp. 123-192
-
-
Engel, C.1
-
16
-
-
21044437667
-
Exchange rates and fundamentals
-
Engel C, West KD. Exchange rates and fundamentals. J Pol Econ 2005;113(3): 485-517.
-
(2005)
J Pol Econ
, vol.113
, Issue.3
, pp. 485-517
-
-
Engel, C.1
West, K.D.2
-
17
-
-
0036187547
-
Order flow and exchange rate dynamics
-
Evans MDD, Lyons RK. Order flow and exchange rate dynamics. J Pol Econ 2002;110:170-180.
-
(2002)
J Pol Econ
, vol.110
, pp. 170-180
-
-
Evans, M.D.D.1
Lyons, R.K.2
-
18
-
-
0002182880
-
Chartists, fundamentalists and the demand for dollars
-
Frankel JA, Froot KA. Chartists, fundamentalists and the demand for dollars. Greek Econ Rev 1988;10(1): 49-102.
-
(1988)
Greek Econ Rev
, vol.10
, Issue.1
, pp. 49-102
-
-
Frankel, J.A.1
Froot, K.A.2
-
19
-
-
84886343713
-
The scapegoat theory of exchange rates: the first tests mimeo
-
Fratzscher M, Sarno L, Zinna G. The scapegoat theory of exchange rates: the first tests mimeo.; 2011.
-
(2011)
-
-
Fratzscher, M.1
Sarno, L.2
Zinna, G.3
-
20
-
-
19944363145
-
Currency returns, institutional investor flows, and exchange rate fundamentals
-
Froot KA, Ramadorai T. Currency returns, institutional investor flows, and exchange rate fundamentals. J Finance 2005;60(3):1535-1566.
-
(2005)
J Finance
, vol.60
, Issue.3
, pp. 1535-1566
-
-
Froot, K.A.1
Ramadorai, T.2
-
21
-
-
0000956031
-
Anomalies: foreign exchange
-
Froot KA, Thaler RH. Anomalies: foreign exchange. J Econ Perspect 1990;4(3):179-192.
-
(1990)
J Econ Perspect
, vol.4
, Issue.3
, pp. 179-192
-
-
Froot, K.A.1
Thaler, R.H.2
-
22
-
-
0000238857
-
Imperfect knowledge and behaviour in the foreign exchange market
-
Goldberg MD, Frydman R. Imperfect knowledge and behaviour in the foreign exchange market. Econ J 1996;106:869-893.
-
(1996)
Econ J
, vol.106
, pp. 869-893
-
-
Goldberg, M.D.1
Frydman, R.2
-
23
-
-
17544383471
-
Exchange rate puzzles and distorted beliefs
-
Gourinchas P-O, Tornell A. Exchange rate puzzles and distorted beliefs. J Int Econ 2004;64(2): 303-333.
-
(2004)
J Int Econ
, vol.64
, Issue.2
, pp. 303-333
-
-
Gourinchas, P.-O.1
Tornell, A.2
-
24
-
-
74949122801
-
Can news about the future drive the business cycle?
-
Jaimovich N, Rebelo S. Can news about the future drive the business cycle? Am Econ Rev 2008;99(4): 1097-1118.
-
(2008)
Am Econ Rev
, vol.99
, Issue.4
, pp. 1097-1118
-
-
Jaimovich, N.1
Rebelo, S.2
-
25
-
-
0001476020
-
Is There a Peso Problem? Evince from the Dollar/Pound Exchange Rate 1976-1987
-
Kaminsky G. Is There a Peso Problem? Evince from the Dollar/Pound Exchange Rate 1976-1987. Am Econ Rev 1993;83:450-472.
-
(1993)
Am Econ Rev
, vol.83
, pp. 450-472
-
-
Kaminsky, G.1
-
26
-
-
38249025050
-
Can learning affect exchange-rate behavior? The case of the dollar in the early 1980's
-
Lewis KK. Can learning affect exchange-rate behavior? The case of the dollar in the early 1980's. J Monet Econ 1989;23:79-100.
-
(1989)
J Monet Econ
, vol.23
, pp. 79-100
-
-
Lewis, K.K.1
-
27
-
-
77956852950
-
Puzzles in international financial markets
-
Grossman GM, Rogoff K, editors, Amsterdam: Elsevier Science
-
Lewis KK. Puzzles in international financial markets. In: Grossman GM, Rogoff K, editors. Handbook of international economics. Amsterdam: Elsevier Science; 1995. pp. 1913-1971.
-
(1995)
Handbook of international economics
, pp. 1913-1971
-
-
Lewis, K.K.1
-
28
-
-
67649160592
-
Model misspecification, learning and the exchange rate disconnect puzzle
-
Topics, Article 13
-
Lewis V, Markiewicz A. Model misspecification, learning and the exchange rate disconnect puzzle. B.E. J Macroecon 2009;9(1) (Topics):Article 13.
-
(2009)
B.E. J Macroecon
, vol.9
, Issue.1
-
-
Lewis, V.1
Markiewicz, A.2
-
29
-
-
0003579637
-
The microstructure approach to exchange rates
-
Cambridge (MA): MIT Press
-
Lyons RK. The microstructure approach to exchange rates. Cambridge (MA): MIT Press; 2001.
-
(2001)
-
-
Lyons, R.K.1
-
30
-
-
73149125117
-
Optimal monetary policy with uncertain fundamentals and dispersed information
-
Lorenzoni G. Optimal monetary policy with uncertain fundamentals and dispersed information. Rev Econ Stud 2010;77(1): 305-338.
-
(2010)
Rev Econ Stud
, vol.77
, Issue.1
, pp. 305-338
-
-
Lorenzoni, G.1
-
31
-
-
0001538138
-
Rethinking deviations from uncovered interest parity: the role of covariance risk and noise
-
Mark NC, Wu Y. Rethinking deviations from uncovered interest parity: the role of covariance risk and noise. Econ J 1998;108:1686-1706.
-
(1998)
Econ J
, vol.108
, pp. 1686-1706
-
-
Mark, N.C.1
Wu, Y.2
-
32
-
-
77249145054
-
A model of the exchange rate with informational frictions
-
Contributions, Article 2
-
Martínez-García E. A model of the exchange rate with informational frictions. B.E. J Macroecon 2010;10(1) (Contributions):Article 2.
-
(2010)
B.E. J Macroecon
, vol.10
, Issue.1
-
-
Martínez-García, E.1
-
33
-
-
33846907054
-
Empirical exchange rate models of the seventies: do they fit out of sample?
-
Meese RA, Rogoff K. Empirical exchange rate models of the seventies: do they fit out of sample? J Int Econ 1983;14:345-373.
-
(1983)
J Int Econ
, vol.14
, pp. 345-373
-
-
Meese, R.A.1
Rogoff, K.2
-
34
-
-
84886353444
-
Learning in financial markets
-
NBER WP 14646
-
Pastor L, Veronesi P. Learning in financial markets. NBER WP 14646; 2009.
-
(2009)
-
-
Pastor, L.1
Veronesi, P.2
-
35
-
-
0010750740
-
Imperfect information: some implications for modelling the exchange rate
-
Roberts MA. Imperfect information: some implications for modelling the exchange rate. J Int Econ 1995;38:375-383.
-
(1995)
J Int Econ
, vol.38
, pp. 375-383
-
-
Roberts, M.A.1
-
36
-
-
33645748074
-
Are exchange rates really random walks? Some evidence robust to parameter instability
-
Rossi B. Are exchange rates really random walks? Some evidence robust to parameter instability. Macroecon Dyn 2006;10:20-38.
-
(2006)
Macroecon Dyn
, vol.10
, pp. 20-38
-
-
Rossi, B.1
-
37
-
-
33644807370
-
Under the microscope: the structure of the foreign exchange market
-
Sager MJ, Taylor MP. Under the microscope: the structure of the foreign exchange market. Int J Finance Econ 2006;11:81-95.
-
(2006)
Int J Finance Econ
, vol.11
, pp. 81-95
-
-
Sager, M.J.1
Taylor, M.P.2
-
38
-
-
70349826257
-
Exchange rates and fundamentals: footloose or evolving relationship?
-
Sarno L, Valente G. Exchange rates and fundamentals: footloose or evolving relationship? J Eur Econ Assoc 2009;7:786-830.
-
(2009)
J Eur Econ Assoc
, vol.7
, pp. 786-830
-
-
Sarno, L.1
Valente, G.2
-
39
-
-
0011031970
-
Learning and the volatility of exchange rates
-
Tabellini G. Learning and the volatility of exchange rates. J Int Money Finance 1988;7:243-250.
-
(1988)
J Int Money Finance
, vol.7
, pp. 243-250
-
-
Tabellini, G.1
-
40
-
-
84886346331
-
Imperferct iinformation and the comovement of the exchange rate and the interest rate: a signal extraction approach
-
Takagi S. Imperferct iinformation and the comovement of the exchange rate and the interest rate: a signal extraction approach. Int Econ Rev 1991;32:1023-1035.
-
(1991)
Int Econ Rev
, vol.32
, pp. 1023-1035
-
-
Takagi, S.1
-
41
-
-
74249122981
-
A habit-based explanation of the exchange rate risk premium
-
Verdelhan A. A habit-based explanation of the exchange rate risk premium. J Finance 2010;65:123-145.
-
(2010)
J Finance
, vol.65
, pp. 123-145
-
-
Verdelhan, A.1
|