English, Article, Journal or magazine article edition: Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data Agnès Bénassy-Quéré; Hélène Colas; Michel Beine; ...

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/159585
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data
Author
  • Agnès Bénassy-Quéré
  • Hélène Colas
  • Michel Beine
  • Agnes Benassy-Quere
  • Helene Colas
Physical Description
  • preprint
Notes
  • RePEc:ema:worpap:2003-39
  • In this paper we assess the extent of herd behaviour in the major foreign exchange markets using monthly survey data relative concerning individual forecasts for the DM (or euro) and the yen against the US dollar. We conduct Granger-causality tests and SURE estimations over two distinct periods (1990-1994 and 1996-2001) to analyze whether forecasters where subject to imitation during these periods.
  • Herding; exchange-rate forecasts; survey data
  • RePEc:cii:cepidt:2003-08
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment