[PDF] Imitation Amongst Exchange-Rate Forecasters: Evidence - CEPII
empirical evidence of herding so far has mainly concentrated on the stock some imitation behavior amongst professional forecasters of the exchange rate
[PDF] FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY - CORE
forecasts of stock market rates of return and find evidence of adaptive Beine, M , Bénassy-Quéré, A and Colas, H (2003) Imitation amongst exchange-rate
[PDF] Dispersion of Beliefs in Foreign Exchange
Third, we examine the causal relation between the change in belief Keywords: Exchange rate expectations, heterogeneity, dispersion of beliefs, bounded evidence of adaptive behavior in the forecasts Imitation Amongst Exchange- Rate
[PDF] Agnès BÉNASSY-QUÉRÉ Curriculum Vitæ - Paris School of
Imitation amongst exchange-rate forecasters: evidence from survey data, avec M Beine et H Colas Document de travail du CEPII, juillet 2003 Encadrement de
[PDF] 1 Agnès BÉNASSY-QUÉRÉ - Paris School of Economics
“The Impact of Market Regulations on Intra-European Real Exchange Rates”, Imitation amongst exchange-rate forecasters: evidence from survey data, with M
[PDF] Herding in the foreign exchange market - Erasmus University Thesis
3 août 2009 · substantial evidence of herd behavior in our sample, particularly for Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey
[PDF] Forecasting and Trading the EUR/USD Exchange Rate with Psi
13 avr 2015 · on the EUR/USD, EUR/GBP and EUR/CHF exchange rates and explore the utility of However, their practical limitations and contradictory empirical evidence Artificial Neural Networks (NNs) are computational models that embody model for forecasting the bilateral rates between the US Dollar and the
Dispersion of Beliefs and Market Volatility in the Foreign Exchange
among market participants occurs, is higher than that what would occur under normality evidence of adaptive behavior in the forecasts Keane But particularly in the foreign exchange rate market literature there has been a the heterogeneity in agents' beliefs is caused by an artificial informational assumption (Kurz
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