Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data
- 30 September 1987
- journal article
- Published by Elsevier in Journal of the Japanese and International Economies
- Vol. 1 (3) , 249-274
- https://doi.org/10.1016/0889-1583(87)90011-6
Abstract
No abstract availableKeywords
All Related Versions
This publication has 8 references indexed in Scilit:
- The equity premium: A puzzleJournal of Monetary Economics, 1985
- The Dazzling DollarBrookings Papers on Economic Activity, 1985
- Forward and spot exchange ratesJournal of Monetary Economics, 1984
- An investigation of risk and return in forward foreign exchangeJournal of International Money and Finance, 1984
- International Linkage of Interest Rates: The Case of Japan and the United StatesInternational Economic Review, 1984
- In search of the exchange risk premium: A six-currency test assuming mean-variance optimizationJournal of International Money and Finance, 1982
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976