empirical evidence of herding so far has mainly concentrated on the stock some imitation behavior amongst professional forecasters of the exchange rate
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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
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
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Imitation amongst exchange-rate forecasters: evidence from survey data, avec M Beine et H Colas Document de travail du CEPII, juillet 2003 Encadrement de
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“The Impact of Market Regulations on Intra-European Real Exchange Rates”, Imitation amongst exchange-rate forecasters: evidence from survey data, with M
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3 août 2009 · substantial evidence of herd behavior in our sample, particularly for Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey
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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
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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empirical evidence of herding so far has mainly concentrated on the stock some imitation behavior amongst professional forecasters of the exchange rate.
Exchange Rate Forecasting: The Role of Market cal evidence from Lyons and Evans (1999) Yao (1997)
'Imitation Amongst Exchange-Rate. Forecasters: Evidence from Survey. Data'. Central & Eastern European Countries. The EMU Enlargement Perspective'.
7 févr. 2015 related to renminbi internationalisation in driving the pricing differential between the onshore and offshore exchange rates.
Therefore it is very important to understand the continuous movement of exchange rates because nowadays financial connections
Keywords: Exchange Rates Forecasting
Imitation amongst exchange-rate forecasters: evidence from survey data with M. Beine and H. Colas
Keywords: Exchange rate expectations heterogeneity
High tech and telecom for example
20 févr. 2021 of models of the artificial neural network time series
Imitation Amongst Exchange-Rate Forecasters: Evidence from