EXPECTATIONS, RISK AND UNCERTAINTY IN THE FOREIGN EXCHANGE MARKET: SOME RESULTS BASED ON SURVEY DATA *
- 1 June 1989
- journal article
- Published by Wiley in The Manchester School
- Vol. 57 (2) , 142-153
- https://doi.org/10.1111/j.1467-9957.1989.tb00807.x
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- What Do Investment Managers Know? An Empirical Study of Practioners' PredictionsEconomica, 1988
- A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATESThe Manchester School, 1988
- Testing Rational Expectations and Efficiency in the Foreign Exchange MarketEconometrica, 1983
- In search of the exchange risk premium: A six-currency test assuming mean-variance optimizationJournal of International Money and Finance, 1982
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- Expectations and the Forward Exchange RateInternational Economic Review, 1981
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- Are Price Expectations Normally Distributed?Journal of the American Statistical Association, 1975
- Inflation ExpectationsEconomica, 1975