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The Effects of Japanese Interventions on FX-Forecast Heterogeneity. (2009). Taylor, Mark ; Reitz, Stefan ; Stadtmann, Georg.
In: MPRA Paper.
RePEc:pra:mprapa:15603.

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Cited: 1

Citations received by this document

Cites: 16

References cited by this document

Cocites: 22

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Fiscal Expectations Under the Stability and Growth Pact; Evidence from Survey Data. (2011). Poplawski-Ribeiro, Marcos ; Rulke, Jan-Christoph.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/048.

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References

References cited by this document

  1. Beine, M., Benassy-Quere, A., MacDonald, Ronald (2007), The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity; Journal of the Japanese and International Economies, Vol. 21(1), 38 - 63.

  2. Benassy-Quere, A., Larribeau, S., MacDonald, R. (2003), Models of Exchange Rate Expectations: How Much Heterogeneity?; Journal of International Financial Markets, Institutions and Money, Vol. 13(2), 113-136.

  3. Capistran, C., Timmermann, A. (2009), Disagreement and biases in inflation expectations; Journal of Money, Credit and Banking, forthcoming.

  4. Dominguez, K., Frankel, J. (1993), Does foreign-exchange intervention work?, Institute for International Economics, Washington, D.C.

  5. Dreger, C., Stadtmann, G. (2008), What Drives Heterogeneity in Foreign Exchange Rate Expectations: Insights from a New Survey; International Journal of Finance and Economics, Vol. 13(4), 360 - 367.

  6. Elliot, G., Ito, T. (1999), Heterogeneous expectations and tests of effciency in the Yen/Dollar forward exchange rate market, Journal of Monetary Economics Vol. 43, 435 - 456.
    Paper not yet in RePEc: Add citation now

  7. Elliot, G., Komunjer, I., Timmermann, A. (2008), Biases in macroeconomic forecasts: irrationality or asymmetric loss; Journal of the European Economic Association Vol. 6, 122-157.

  8. Evans, M. (2002), FX trading and exchange rate dynamics; Journal of Finance Vol. 57, 2405 - 2447.

  9. Frankel, J., Froot, K. (1990), Chartists, fundamentalists, and trading in the foreign exchange market, American Economic Review Vol. 80, 181 - 85.

  10. Frenkel, Michael, Pierdzioch, Christian, Stadtmann, Georg (2005): The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility. International Review of Economics and Finance Vol. 14, 27 - 39.

  11. Ito, T. (1990), Foreign exchange rate expectations: micro survey data, American Economic Review Vol. 80, 434 - 449.

  12. Ito, T., Yabu, T. (2007), What prompts Japan to intervene in the Forex market? A new approach to a reaction function, Journal of International Money and Finance Vol. 26, 193 - 212.

  13. MacDonald, Ronald, Marsh, Ian W. (1996), Currency Forecasters Are Heterogeneous: Confirmation and Consequences, Journal of International Money and Finance, Vol. 15(5), 665 - 685.

  14. Mankiw, N., Reis, R., Wolfers, J. (2003), Disagreement about inflation expectations; NBER Macroeconomics Annual 2003, 209 - 248.

  15. Menkhoff, L., Rebitzky, R., Schröder, M. (2009), Heterogeneity in Exchange Rate Expectations: Evidence on the Chartists-Fundamentalist Approach; Journal of Economic Behavior & Organization, doi:10.1016/j.jebo.2009.01.007.

  16. Reitz, S., Taylor, M. (2008), The Coordination Channel of Foreign Exchange Intervention: A Nonlinear Microstructural Analysis, European Economic Review Vol. 52, 55 - 76.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285.

    Full description at Econpapers || Download paper

  2. Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2020). Kunze, Frederik.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:2:p:313-333.

    Full description at Econpapers || Download paper

  3. FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

    Full description at Econpapers || Download paper

  4. Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:326.

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  5. Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276.

    Full description at Econpapers || Download paper

  6. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4181.

    Full description at Econpapers || Download paper

  7. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp176.

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  8. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Economics Series.
    RePEc:ihs:ihsesp:305.

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  9. Inefficiency in Survey Exchange Rates Forecasts. (2013). Pericoli, Filippo Maria ; Pancotto, Francesca ; Pistagnesi, Marco .
    In: Working Papers.
    RePEc:saq:wpaper:1/13.

    Full description at Econpapers || Download paper

  10. Inefficiency in Survey Exchange Rates Forecasts. (2013). Pericoli, Filippo Maria ; Pancotto, Francesca ; Pistagnesi, Marco .
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:090.

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  11. Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate. (2013). Kawakami, Kei.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1167.

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  12. Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate. (2013). Kawakami, Kei.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:28:y:2013:i:c:p:1-18.

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  13. Foreign exchange intervention and expectation in emerging economies. (2013). Miyajima, Ken.
    In: BIS Working Papers.
    RePEc:bis:biswps:414.

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  14. Impact of foreign exchange interventions on exchange rate expectations. (2013). Montoro, Carlos ; Miyajima, Ken.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:73-04.

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  15. Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms. (2012). Verschoor, Willem ; Muller, A. ; Verschoor, W. F. C., ; Jongen, R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:2:p:148-169.

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  16. The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?. (2011). Kawanishi, Satoshi ; Iwatsubo, Kentaro.
    In: Discussion Papers.
    RePEc:koe:wpaper:1116.

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  17. The effects of Japanese interventions on FX-forecast heterogeneity. (2010). Taylor, Mark ; Reitz, Stefan ; Stadtmann, Georg.
    In: Economics Letters.
    RePEc:eee:ecolet:v:108:y:2010:i:1:p:62-64.

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  18. HIGH-FREQUENCY ANALYSIS OF FOREIGN EXCHANGE INTERVENTIONS: WHAT DO WE LEARN?. (2010). Menkhoff, Lukas.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:1:p:85-112.

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  19. The Effects of Japanese Interventions on FX-Forecast Heterogeneity. (2009). Taylor, Mark ; Reitz, Stefan ; Stadtmann, Georg.
    In: MPRA Paper.
    RePEc:pra:mprapa:15603.

    Full description at Econpapers || Download paper

  20. On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data. (2009). Yoshida, Yushi ; Rulke, Jan C..
    In: Discussion Papers.
    RePEc:kyu:dpaper:35.

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  21. High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?. (2008). Menkhoff, Lukas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2473.

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  22. Tax Competition and Foreign Direct Investment. (2003). Fontagné, Lionel ; Benassy-Quere, Agnès ; Lahreche-Revil, Amina .
    In: Working Papers.
    RePEc:cii:cepidt:2003-17.

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Authors registered in RePEc who have wrote about the same topic

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