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Details for article 139 of 190 found articles
| Title: |
Scandinavian exchange rate expectations |
| Author: |
Verschoor, Willem F. C. Wolff, Christian C. P. |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 9 (2002) nr. 2 pages 111-116 |
| Year: |
2002-02-10 |
| Contents: |
This paper extends the analyses of Frankel and Froot (1987b), Cavaglia et al . (1993a), and others, to a new data set of exchange rate expectations on Scandinavian exchange rates. It corroborates the earlier finding that exchange rate forecasts are not rational, and that agents do not use all available information in an efficient manner. The evidence suggests that Scandinavian exchange rate expectations were stabilizing and that an unexpected depreciation was typically followed by an expected appreciation of smaller magnitude. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 139 of 190 found articles
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