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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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Cited: 37

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Cites: 47

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  1. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  2. Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment.. (2013). Damette, Olivier.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2013-07.

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  3. Can social microblogging be used to forecast intraday exchange rates?. (2013). Papaioannou, Panagiotis ; Russo, Lucia ; Siettos, Constantinos.
    In: Netnomics.
    RePEc:kap:netnom:v:14:y:2013:i:1:p:47-68.

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  4. Can social microblogging be used to forecast intraday exchange rates?. (2013). Siettos, Constantinos ; Papaioannnou, Panagiotis ; Russo, Lucia ; Papaioannou, George .
    In: Papers.
    RePEc:arx:papers:1310.5306.

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  5. The Economic Crisis is a Crisis for Economic Theory *. (2010). Kirman, Alan.
    In: CESifo Economic Studies.
    RePEc:oup:cesifo:v:56:y:2010:i:4:p:498-535.

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  6. Higher Order Expectations in Asset Pricing. (2008). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:40:y:2008:i:5:p:837-866.

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  7. Asymmetry in the effects of economic fundamentals on rising and falling exchange rates. (2008). Vygodina, Anna V. ; Zorn, Thomas S. ; DeFusco, Richard.
    In: International Review of Financial Analysis.
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  8. How equilibrium prices reveal information in a time series model with disparately informed, competitive traders. (2007). Walker, Todd.
    In: Journal of Economic Theory.
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  9. Interventions in the Yen-dollar spot market: A story of price, volatility and volume. (2006). Sheen, Jeffrey ; Kim, Suk-Joong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:11:p:3191-3214.

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  10. Exchange rate puzzles: A tale of switching attractors. (2006). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:1:p:1-33.

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  11. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

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  12. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: Working Papers.
    RePEc:mie:wpaper:547.

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  13. Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data. (2005). King, Michael ; Fatum, Rasmus.
    In: EPRU Working Paper Series.
    RePEc:kud:epruwp:05-06.

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  14. Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. (2005). Kirman, Alan ; Horst, Ulrich ; Follmer, Hans.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:1-2:p:123-155.

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  15. Endogenous liquidity in emerging markets. (2005). Redding, Lee.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:159-171.

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  16. International transmission of transitory and persistent monetary shocks under imperfect information. (2005). Beier, Niels C. ; Andersen, Torben M..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:66:y:2005:i:2:p:485-507.

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  17. Testing for bubbles and change-points. (2005). Kirman, Alan ; TEYSSIeRE, Gilles .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:4:p:765-799.

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  18. Heterogeneity of agents, transactions costs and the exchange rate. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:4:p:691-719.

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  19. Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?. (2005). Pagratis, Spyros .
    In: Bank of England working papers.
    RePEc:boe:boeewp:265.

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  20. The Exchange Rate and its Fundamentals in a Complex World. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Review of International Economics.
    RePEc:bla:reviec:v:13:y:2005:i:3:p:549-575.

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  21. Central Bank Transparency and the Signal Value of Prices. (2005). Shin, Hyun Song ; Morris, Stephen.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:36:y:2005:i:2005-2:p:1-66.

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  22. Bubbles and crashes in a Behavioural Finance Model. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:ave:wpaper:252005.

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  23. Liberalized Markets Have More Stable Exchange Rates; Short-Run Evidence From Four Transition Countries. (2004). Bulir, Ales.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/035.

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  24. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0164.

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  25. Exchange Rate Puzzles: A Tale of Switching Attractors. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0163.

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  26. Higher Order Expectations in Asset Pricing. (2004). van Wincoop, Eric ; Bacchetta, Philippe.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp110.

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  27. Rational trader risk. (2004). Kondor, Péter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24646.

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  28. Asset return dynamics and the FX risk premium in a decentralized dealer market. (2004). Derviz, Alexis.
    In: European Economic Review.
    RePEc:eee:eecrev:v:48:y:2004:i:4:p:747-784.

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  29. Optimal Monetary Policy with Imperfect Common Knowledge. (2004). Adam, Klaus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:24.

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  30. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1194.

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  31. A Scapegoat Model of Exchange-Rate Fluctuations. (2004). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:2:p:114-118.

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  32. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9875.

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  33. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:506.

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  34. Some Exchange Rates Are More Stable than Others: Short-Run Evidence from Transition Countries. (2003). Bulir, Ales.
    In: Working Papers.
    RePEc:cnb:wpaper:2003/05.

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  35. Bubbling and Crashing Exchange Rates. (2003). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1045.

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  36. Real Exchange Rate Volatility and Economic Openness: Theory and Evidence.. (2002). Hau, Harald.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:34:y:2002:i:3:p:611-30.

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