Exchange rate expectations of chartists and fundamentalists

DOI10.1016/J.JEDC.2013.03.006zbMath1402.91910OpenAlexW3125360658MaRDI QIDQ1994267

Lukas Menkhoff, Christian D. Dick

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/32236/1/dp12026.pdf

zbMATH Keywords

heterogeneous agent modelsexpectation formationexchange rate formation

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic growth models (91B62) Heterogeneous agent models (91B69)

Cites Work

• Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters
• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
• The heterogeneous expectations hypothesis: Some evidence from the lab
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Exchange rate dynamics in a target zone-A heterogeneous expectations approach
• A Rational Route to Randomness
• MULTIASSET MARKET DYNAMICS

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