Heterogeneous expectations, exchange rate dynamics and predictability

Sebastiano Manzan; Frank H. Westerhoff

doi:10.1016/j.jebo.2006.08.005

Heterogeneous expectations, exchange rate dynamics and predictability

Journal of Economic Behavior & Organization ◽

10.1016/j.jebo.2006.08.005 ◽

2007 ◽

Vol 64 (1) ◽

pp. 111-128 ◽

Cited By ~ 70

Author(s):

Sebastiano Manzan ◽

Frank H. Westerhoff

Keyword(s):

Exchange Rate ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Heterogeneous Expectations and Exchange Rate Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.1352142 ◽

2009 ◽

Author(s):

Carl Chiarella ◽

Xuezhong He ◽

Min Zheng

Keyword(s):

Exchange Rate ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Exchange Rate Dynamics in a Target Zone - A Heterogeneous Expectations Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1157769 ◽

2008 ◽

Cited By ~ 2

Author(s):

Christian Bauer ◽

Paul De Grauwe ◽

Stefan Reitz

Keyword(s):

Exchange Rate ◽

Target Zone ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Exchange rate dynamics under limits of arbitrage and heterogeneous expectations

Journal of Economic Interaction and Coordination ◽

10.1007/s11403-019-00237-6 ◽

2019 ◽

Vol 14 (3) ◽

pp. 521-550

Author(s):

Soumya Datta

Keyword(s):

Exchange Rate ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Exchange rate dynamics in a target zone—A heterogeneous expectations approach

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2008.05.008 ◽

2009 ◽

Vol 33 (2) ◽

pp. 329-344 ◽

Cited By ~ 25

Author(s):

Christian Bauer ◽

Paul De Grauwe ◽

Stefan Reitz

Keyword(s):

Exchange Rate ◽

Target Zone ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Exchange Rate Dynamics in a Target Zone: A Heterogeneous Expectations Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2785286 ◽

2007 ◽

Author(s):

Christian Bauer ◽

Paul De Grauwe ◽

Stefan Reitz

Keyword(s):

Exchange Rate ◽

Target Zone ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Heterogeneous expectations and exchange rate dynamics

European Journal of Finance ◽

10.1080/1351847x.2011.601690 ◽

2013 ◽

Vol 19 (5) ◽

pp. 392-419 ◽

Cited By ~ 5

Author(s):

Carl Chiarella ◽

Xue-Zhong He ◽

Min Zheng

Keyword(s):

Exchange Rate ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Heterogeneous expectations and exchange rate dynamics

New Facets of Economic Complexity in Modern Financial Markets ◽

10.4324/9780429198557-4 ◽

2020 ◽

pp. 56-83

Author(s):

Carl Chiarella ◽

Xue-Zhong He ◽

Min Zheng

Keyword(s):

Exchange Rate ◽

Heterogeneous Expectations ◽

Exchange Rate Dynamics

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Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think

SSRN Electronic Journal ◽

10.2139/ssrn.231165 ◽

2000 ◽

Cited By ~ 3

Author(s):

Sassan Alizadeh ◽

Michael W. Brandt ◽

Francis X. Diebold

Keyword(s):

Exchange Rate ◽

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Exchange Rate Dynamics ◽

Volatility Models

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Multinational Firms' Geographic Segmentation and Exchange-Rate Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.2606197 ◽

2015 ◽

Author(s):

Afonso V. Januario

Keyword(s):

Exchange Rate ◽

Multinational Firms ◽

Exchange Rate Dynamics

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Can Exchange Rate Dynamics in Krugman's Target-Zone Model Be Directly Tested?

SSRN Electronic Journal ◽

10.2139/ssrn.2875630 ◽

2016 ◽

Author(s):

C. H. Hui ◽

Chi-Fai Lo ◽

Po-Hon Chau

Keyword(s):

Exchange Rate ◽

Zone Model ◽

Target Zone ◽

Exchange Rate Dynamics

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