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Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data. (1999). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès.
In: Working Papers.
RePEc:cii:cepidt:1999-03.

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  1. .

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  2. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-17.

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  3. Learning to Forecast the Exchange Rate: Two Competing Approaches.. (2006). Markiewicz, Agnieszka ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:367.

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  4. Learning to Forecast the Exchange Rate: Two Competing Approaches. (2006). Markiewicz, Agnieszka ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1717.

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  5. The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity. (2002). MacDonald, Ronald ; Dauchy, Estelle ; Beine, Michel ; Benassy-Quere, Agnès.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2002-22.

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  6. The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity. (2002). MacDonald, Ronald ; Dauchy, Estelle ; Beine, Michel ; Benassy-Quere, Agnès.
    In: Working Papers.
    RePEc:cii:cepidt:2002-04.

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  7. Illusory Border Effects: Distance Mismeasurement Inflates Estimates of Home Bias in Trade. (2002). mayer, thierry ; Head, Keith.
    In: Working Papers.
    RePEc:cii:cepidt:2002-01.

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  8. The Role of Capital Accumulation, Adjustment and Structural Change for Economic Take-Off: Empirical Evidence from African Growth Episodes. (1999). Berthélemy, Jean-Claude ; Berthelemy, Jean-Claude ; Soderling, Ludvig.
    In: Working Papers.
    RePEc:cii:cepidt:1999-07.

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  1. Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends. (2013). Stillwagon, Josh.
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  2. Does the Consumption CAPM Help in Accounting for Expected Currency Returns?. (2013). Stillwagon, Josh.
    In: Working Papers.
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  3. Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values. (2013). Stillwagon, Josh.
    In: Working Papers.
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  4. Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets. (2013). Stillwagon, Josh.
    In: Working Papers.
    RePEc:tri:wpaper:1314.

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  5. The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward. (2013). Stillwagon, Josh.
    In: Working Papers.
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  6. Dynamic expectation formation in the foreign exchange market. (2013). Zwinkels, Remco ; Verschoor, Willem ; ter Ellen, Saskia ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
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  7. Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms. (2012). Verschoor, Willem ; Muller, A. ; Verschoor, W. F. C., ; Jongen, R..
    In: Journal of International Money and Finance.
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  8. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
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  9. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. (2012). Uctum, Remzi ; Prat, Georges.
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  10. Great expectations? Evidence from Colombia´s exchange rate survey. (2012). Villamizar-Villegas, mauricio ; Echavarría, Juan ; Echavarria, Juan Jose.
    In: BORRADORES DE ECONOMIA.
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  11. Great expectations? Evidence from Colombia’s exchange rate survey. (2012). Villamizar-Villegas, mauricio ; Echavarría, Juan ; Echavarria, Juan Jose.
    In: Borradores de Economia.
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  12. Uncovered Interest Parity and the Risk Premium. (2011). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
    In: Department of Economics Working Papers.
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  13. Uncovered Interest Parity and the Risk Premium. (2011). Ghoshray, Atanu ; Li, Dandan ; Morley, Bruce.
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  14. Supply-side effects of exchange rates, exchange rate expectations and induced currency depreciation. (2011). Anwar, Sajid ; Ali, Syed Zahid.
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  15. Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
    In: The Warwick Economics Research Paper Series (TWERPS).
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  16. Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. (2010). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
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  17. Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
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  18. Individual forecasting behavior. (2009). Leitner, Johannes.
    In: Central European Journal of Operations Research.
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  19. Evidence on the contrarian trading in foreign exchange markets. (2009). Kao, Chung-Wei ; Wan, Jer-Yuh .
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  20. Time-Variation in Term Permia: International Survey-Based Evidence. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron .
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  21. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
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  22. What drives heterogeneity in foreign exchange rate expectations: insights from a new survey. (2008). Dreger, Christian ; Stadtmann, Georg.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:4:p:360-367.

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  23. Further evidence on the rationality of interest rate expectations. (2008). Verschoor, Willem ; Jongen, Ron ; Verschoor, Willem F. C., .
    In: Journal of International Financial Markets, Institutions and Money.
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  24. Dispersion of Beliefs in the Foreign Exchange Market. (2008). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Jongen, Ron .
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  25. FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS. (2008). Wolff, Christian ; Christian C. P. Wolff, ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron .
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  26. Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts. (2007). Cohen, Richard ; Bonham, Carl.
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  27. What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey. (2006). Dreger, Christian ; Stadtmann, Georg.
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  28. Do Dollar Forecasters Believe too Much in PPP?. (2005). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael.
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  29. Simple monetary policy rules and exchange rate uncertainty. (2005). Söderström, Ulf ; Leitemo, Kai.
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  30. Noise trading and delayed exchange rate overshooting. (2005). Pierdzioch, Christian.
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  31. Time Variation in Term Premia: International Evidence. (2005). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron .
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  32. Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility. (2004). Shamsuddin, Abul ; Moosa, Imad A..
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  33. Exchange rate expectations: controlled experiments with artificial traders. (2004). Marey, Philip.
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  34. Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès.
    In: Journal of International Financial Markets, Institutions and Money.
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  35. Does the Exchange Rate Regime Affect Expectation Formation in the Foreign Exchange Market? The Case of a Currency that is Pegged to a Basket. (2002). Moosa, Imad A.
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  36. Aggregate and disaggregate measures of the foreign exchange risk premium. (2002). MacDonald, Ronald ; Chionis, Dionysios.
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  37. Forecasting exchange rates: Do banks know better?. (2002). Eun, Cheol S. ; Sabherwal, Sanjiv .
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  38. Simple monetary policy rules and exchange rate uncertainty. (2001). Söderström, Ulf ; Leitemo, Kai.
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  39. Testing for long horizon UIP using PPP-based exchange rate expectations. (2001). Berk, Jan Marc ; Knot, Klaas H. W., .
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  40. Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market. (2001). Wolff, Christian ; Verschoor, Willem ; Verschoor, Willem F. C., ; Wolff, Christian C. P., .
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  41. Scandinavian forward discount bias risk premia. (2001). Wolff, Christian ; Verschoor, Willem ; Verschoor, Willem F. C., ; Wolff, Christian C. P., .
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  42. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
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  43. Is the foreign exchange market risky? Some new survey-based results. (2000). MacDonald, Ronald.
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  44. Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say.. (2000). MacDonald, Ronald.
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  45. Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data. (1999). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès.
    In: Working Papers.
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  46. EMS exchange rate expectations and time-varying risk premia. (1998). Wolff, Christian ; Verschoor, Willem ; C. P. Wolff, Christian, ; Verschoor, Willem F. C., ; Nieuwland, Frederick G. M. C., .
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  47. Exchange rate management when sterilized interventions represent signals of monetary policy. (1997). Reeves, Silke Fabian.
    In: International Review of Economics & Finance.
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  48. The Exchange Rate Exposure of U.S. and Japanese Banking Institutions. (1996). Popper, Helen ; Chamberlain, Sandra L. ; Howe, John S..
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  49. Les erreurs de prévision de change ont-elles des caractéristiques hétérogènes ?. (1996). RAYMOND, Helene ; Benassy-Quere, Agnès.
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  50. A note on the determinants of unexpected exchange rate movements. (1996). Wolff, Christian ; Cavaglia, Stefano M. F. G., ; Wolff, Christian C. P., .
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  51. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
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