This document has not been cited yet.

1. Bank of Japan (1989) “External Balance Adjustment and Monetary Policy Management Under International Private Capital Flows.” Mimeo. Research and Statistics Department, Bank of Japan.
   Paper not yet in RePEc: Add citation now
   

2. Cavaglia, S., Verschoor, W.F.C. and Wolff, C.C.P. (1993) “Further Evidence on Exchange Rate Expectations.” Journal of International Money and Finance, Vol. 12: 78-98.

3. Chinn, M. and Frankel, J.A. (1994) “Patterns in Exchange Rate Forecasts for Twenty-Five Currencies.” Journal of Money Credit and Banking, Vol 26: 760-767.

4. Davidson, P. (1982) “Rational Expectations: A Fallacious Foundation for Studying Crucial Decision Making Processes.” Journal of Post Keynesian Economics, Vol 5: 182-198.

5. Dominguez, K. (1986) “Are Foreign Exchange Forecasts Rational? New Evidence from Survey Data.” Economics Letters, Vol 21: 277-82.

6. Dornbusch, R. (1976) “Expectations and Exchange Rate Dynamics.” Journal of Political Economy, Vol 84: 1161-1176.

7. Frankel, J.A. and Froot, K.A. (1987a) “Using Survey Data to Test Propositions Regarding Exchange Rate Expectations.” American Economic Review, Vol 77: 133-53.

8. Frankel, J.A. and Froot, K.A. (1987b) “Short-Term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data.” Journal of the Japanese and International Economies, Vol 3: 249-274.

9. Frankel, J.A. and Froot, K.A. (1989) “Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations.” Quarterly Journal of Economics, Vol 104: 139-161.
   Paper not yet in RePEc: Add citation now
   

10. Froot, K.A. and Frankel, J.A. (1990) “Exchange Rate Forecasting Techniques, Survey Data, and Implication for the Foreign Exchange Market.” IMF Working Papers, No. 90/43.

11. Harvey, J.T. (1999) “The Nature of Expectations in the Foreign Exchange Market: A Test of Competing Theories.” Journal of Post Keynesian Economics, Vol 21: 181-200.

12. Ito, T. (1990) “Foreign Exchange Rate Expectations: Micro Survey Data.” American Economic Review, Vol 80: 434-49.

13. Kim, S-J. (1997) “Testing the Rationality of Exchange Rate and Interest Rate Expectations.” Applied Economics, Vol 29: 1011-1022.
    Paper not yet in RePEc: Add citation now
    

14. MacDonald, R. (2000) “Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say.” Journal of Economic Surveys, Vol 14: 68-100.

15. MacDonald, R. and Torrance, T.C. (1988) “On Risk, Rationality and Excessive Speculation in the Deutschmark-US Dollar Exchange Market: Some Evidence Using Survey Data.” Oxford Bulletin of Economics and Statistics, Vol 50: 544-61.

16. Moosa, I.A. (1999) “Testing the Currency-Substitution Model under the German Hyperinflation.” Journal of Economics, Vol 70: 61-78.

17. Moosa, I.A. (2000) Exchange Rate Forecasting: Techniques and Applications, London: Macmillan.
    Paper not yet in RePEc: Add citation now
    
18. Moosa, I.A. (2002) “Exchange Rates and Fundamentals: A Microeconomic Approach.” Economia Internazionale (forthcoming).
    Paper not yet in RePEc: Add citation now
    
19. Moosa, I.A. and Al-Loughani, N.E. (1999) “Testing Purchasing Power Parity when the Base Currency is Pegged to a Basket.” Accounting Research Journal, Vol 12: 200-211.
    Paper not yet in RePEc: Add citation now
    
20. Moosa, I.A. and Shamsuddin, A. (2000a) “Expectation Formation Mechanisms, Profitability of Foreign Exchange Trading and Exchange Rate Volatility.” La Trobe University Working Paper.
    Paper not yet in RePEc: Add citation now
    
21. Moosa, I.A. and Shamsuddin, A. (2000b) “Trader Heterogeneity as a Source of Exchange Rate Volatility.” La Trobe University Working Paper.
    Paper not yet in RePEc: Add citation now
    
22. Prat, G. and Uctum, R. (1996) “FF/$ Exchange Rate Expectations Formation: Analysis of the Hypothesis of Changes in Processes over Time.” Paper presented at Proceedings of the Third International Conference, Forecasting Financial Markets: New Advances for Exchange Rates, Interest Rates and Asset Management. London, 27-29 March.
    Paper not yet in RePEc: Add citation now
    
23. Tagaki, S. (1991) “Exchange Rate Expectations: A Survey of Survey Studies.” International Monetary Fund Staff Papers, Vol 38: 156-83.
    Paper not yet in RePEc: Add citation now
    

24. Wakita, S. (1989) “Are Survey Forecasts Trusted? American Trade Account Deficit and Yen/Dollar Rate.” Economics Letters, Vol 29, No. 4: 339-44.

1. Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends. (2013). Stillwagon, Josh.
   In: Working Papers.
   RePEc:tri:wpaper:1318.

   Full description at Econpapers || Download paper

2. Does the Consumption CAPM Help in Accounting for Expected Currency Returns?. (2013). Stillwagon, Josh.
   In: Working Papers.
   RePEc:tri:wpaper:1317.

   Full description at Econpapers || Download paper

3. Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values. (2013). Stillwagon, Josh.
   In: Working Papers.
   RePEc:tri:wpaper:1315.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

5. The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward. (2013). Stillwagon, Josh.
   In: Working Papers.
   RePEc:tri:wpaper:1313.

   Full description at Econpapers || Download paper

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., .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:37:y:2013:i:c:p:75-97.

   Full description at Econpapers || Download paper

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.
   RePEc:eee:jimfin:v:31:y:2012:i:2:p:148-169.

   Full description at Econpapers || Download paper

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., .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735.

   Full description at Econpapers || Download paper

9. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. (2012). Uctum, Remzi ; Prat, Georges.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2012-29.

   Full description at Econpapers || Download paper

10. Great expectations? Evidence from Colombia´s exchange rate survey. (2012). Villamizar-Villegas, mauricio ; Echavarría, Juan ; Echavarria, Juan Jose.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:009999.

    Full description at Econpapers || Download paper

11. Great expectations? Evidence from Colombia’s exchange rate survey. (2012). Villamizar-Villegas, mauricio ; Echavarría, Juan ; Echavarria, Juan Jose.
    In: Borradores de Economia.
    RePEc:bdr:borrec:735.

    Full description at Econpapers || Download paper

12. Uncovered Interest Parity and the Risk Premium. (2011). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:24072.

    Full description at Econpapers || Download paper

13. Uncovered Interest Parity and the Risk Premium. (2011). Ghoshray, Atanu ; Li, Dandan ; Morley, Bruce.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:02/11.

    Full description at Econpapers || Download paper

14. Supply-side effects of exchange rates, exchange rate expectations and induced currency depreciation. (2011). Anwar, Sajid ; Ali, Syed Zahid.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1650-1672.

    Full description at Econpapers || Download paper

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).
    RePEc:wrk:warwec:926.

    Full description at Econpapers || Download paper

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., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1652-1669.

    Full description at Econpapers || Download paper

17. Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
    In: Working Papers Series.
    RePEc:bcb:wpaper:211.

    Full description at Econpapers || Download paper

18. Individual forecasting behavior. (2009). Leitner, Johannes.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:17:y:2009:i:1:p:65-80.

    Full description at Econpapers || Download paper

19. Evidence on the contrarian trading in foreign exchange markets. (2009). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1420-1431.

    Full description at Econpapers || Download paper

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 .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-02.

    Full description at Econpapers || Download paper

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, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-01.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:438-448.

    Full description at Econpapers || Download paper

24. Dispersion of Beliefs in the Foreign Exchange Market. (2008). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Jongen, Ron .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6738.

    Full description at Econpapers || Download paper

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 .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:1:p:140-165.

    Full description at Econpapers || Download paper

26. Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts. (2007). Cohen, Richard ; Bonham, Carl.
    In: Working Papers.
    RePEc:hai:wpaper:200718.

    Full description at Econpapers || Download paper

27. What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey. (2006). Dreger, Christian ; Stadtmann, Georg.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp624.

    Full description at Econpapers || Download paper

28. Do Dollar Forecasters Believe too Much in PPP?. (2005). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-321.

    Full description at Econpapers || Download paper

29. Simple monetary policy rules and exchange rate uncertainty. (2005). Söderström, Ulf ; Leitemo, Kai.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:3:p:481-507.

    Full description at Econpapers || Download paper

30. Noise trading and delayed exchange rate overshooting. (2005). Pierdzioch, Christian.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:58:y:2005:i:1:p:133-156.

    Full description at Econpapers || Download paper

31. Time Variation in Term Premia: International Evidence. (2005). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4959.

    Full description at Econpapers || Download paper

32. Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility. (2004). Shamsuddin, Abul ; Moosa, Imad A..
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:14:p:1599-1606.

    Full description at Econpapers || Download paper

33. Exchange rate expectations: controlled experiments with artificial traders. (2004). Marey, Philip.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:2:p:283-304.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136.

    Full description at Econpapers || Download paper

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.
    In: Working Papers.
    RePEc:erg:wpaper:0219.

    Full description at Econpapers || Download paper

36. Aggregate and disaggregate measures of the foreign exchange risk premium. (2002). MacDonald, Ronald ; Chionis, Dionysios.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:11:y:2002:i:1:p:57-84.

    Full description at Econpapers || Download paper

37. Forecasting exchange rates: Do banks know better?. (2002). Eun, Cheol S. ; Sabherwal, Sanjiv .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:13:y:2002:i:2:p:195-215.

    Full description at Econpapers || Download paper

38. Simple monetary policy rules and exchange rate uncertainty. (2001). Söderström, Ulf ; Leitemo, Kai.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2001:i:mar:x:2.

    Full description at Econpapers || Download paper

39. Testing for long horizon UIP using PPP-based exchange rate expectations. (2001). Berk, Jan Marc ; Knot, Klaas H. W., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:2:p:377-391.

    Full description at Econpapers || Download paper

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., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:2:p:157-174.

    Full description at Econpapers || Download paper

41. Scandinavian forward discount bias risk premia. (2001). Wolff, Christian ; Verschoor, Willem ; Verschoor, Willem F. C., ; Wolff, Christian C. P., .
    In: Economics Letters.
    RePEc:eee:ecolet:v:73:y:2001:i:1:p:65-72.

    Full description at Econpapers || Download paper

42. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
    In: Economic Review.
    RePEc:fip:fedcer:y:2000:i:qi:p:14-21.

    Full description at Econpapers || Download paper

43. Is the foreign exchange market risky? Some new survey-based results. (2000). MacDonald, Ronald.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:10:y:2000:i:1:p:1-14.

    Full description at Econpapers || Download paper

44. Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say.. (2000). MacDonald, Ronald.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:14:y:2000:i:1:p:69-100.

    Full description at Econpapers || Download paper

45. 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.

    Full description at Econpapers || Download paper

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., .
    In: Economics Letters.
    RePEc:eee:ecolet:v:60:y:1998:i:3:p:351-355.

    Full description at Econpapers || Download paper

47. Exchange rate management when sterilized interventions represent signals of monetary policy. (1997). Reeves, Silke Fabian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:6:y:1997:i:4:p:339-360.

    Full description at Econpapers || Download paper

48. Les erreurs de prévision de change ont-elles des caractéristiques hétérogènes ?. (1996). RAYMOND, Helene ; Benassy-Quere, Agnès.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_1996_num_125_4_5815.

    Full description at Econpapers || Download paper

49. A note on the determinants of unexpected exchange rate movements. (1996). Wolff, Christian ; Cavaglia, Stefano M. F. G., ; Wolff, Christian C. P., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:1:p:179-188.

    Full description at Econpapers || Download paper

50. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 11:45:20 || Missing content? Let us know