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Exchange Rate Dynamics, Learning and Misperception. (2003). Tornell, Aaron ; Gourinchas, Pierre-Olivier.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:3725.

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Cited: 14

Citations received by this document

Cites: 8

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Cocites: 36

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Coauthors: 0

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Citations

Citations received by this document

  1. Bond positions, expectations, and the yield curve. (2008). Schneider, Martin ; Piazzesi, Monika.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-02.

    Full description at Econpapers || Download paper

  2. Can Miracles Lead to Crises? the Role of Optimism in Emerging Markets Crises. (2007). Boz, Emine.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/223.

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  3. Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises. (2006). Boz, Emine ; Maryland, University of.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:19.

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  4. Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English). (2006). Derviz, Alexis ; Bruha, Jan ; Brha, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:56:y:2006:i:7-8:p:318-343.

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  5. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: International Finance.
    RePEc:wpa:wuwpif:0505004.

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  6. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11155.

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  7. International financial adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:17.

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  8. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4923.

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  9. Productivity Shocks, Learning, and Open Economy Dynamics. (2004). Miniane, Jacques A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/088.

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  10. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2003). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:szg:worpap:0302.

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  11. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2003). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9498.

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  12. Technical Trading at the Currency Market Increases the Overshooting Effect. (2003). Bask, Mikael.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:16:y:2003:i:2:p:72-80.

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  13. Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas. (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:265.

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  14. Robust-H-infinity Forecasting and Asset Pricing Anomalies. (2000). Tornell, Aaron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7753.

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References

References cited by this document

  1. Backus, David, Silverio Foresi, and Chris Telmer, A±ne Models of Currency Pricing: Accounting for the Forward Premium Anomaly, July 1998. mimeo New York University.

  2. Batten, Dallas, Michael Blackwell, In-Su Kim, Simon Nocera, and Yuzuru Ozeki, The Conduct of Monetary Policy in the Major Industrial Countries, International Monetary Fund, Washington DC 1990. Occasional Paper 70.
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  3. Cutler, David, James Poterba, and Lawrence Summers, Speculative Dynamics, Review of Economic Studies, May 1991, 58 (3), 529-546.

  4. Du±e, Darrell, Dynamic Asset Pricing Theory, Princeton University Press, 1996.
    Paper not yet in RePEc: Add citation now
  5. Exchange, American Economic Review, 1989, 79, 621-636.
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  6. Hamilton, James, Time Series Analysis, Princeton University Press, 1994.
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  7. Hong, Harrison and Jeremy Stein, A Uni¯ed Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets, Journal of Finance, December 1999, 54 (6), 2143-84.

  8. Scharfstein, David and Jeremy Stein, Herd Behavior and Investment, American Economic Review, 1990, 80, 464-79.

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  5. Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
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  6. Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
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  7. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
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  9. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
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  10. The Exchange Rate and Purchasing Power Parity in Arbitrage-Free Models of Asset Pricing. (2005). Sercu, P.
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  11. Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA). (2005). Lustig, Hanno.
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  12. Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates. (2004). Fendel, Ralf.
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  13. The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence. (2004). Albuquerque, Rui.
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  14. Exchange rate volatility and international trade: A general-equilibrium analysis. (2003). Uppal, Raman ; Sercu, Piet.
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  15. Exchange Rate Dynamics, Learning and Misperception. (2003). Tornell, Aaron ; Gourinchas, Pierre-Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3725.

    Full description at Econpapers || Download paper

  16. Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas. (2003). Tornell, Aaron.
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