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Evidence from across Fixed and Floating Regimes
The Micro Evidence on the Foreign Exchange Market
1 other sections not shown
American Economic Review Bank behavior bid-ask spread Bollerslev Cambridge Clarida co-integration currency effect Engel equation equilibrium evidence exchange rate determination Exchange Rate Expectations Exchange Rate Forecasting exchange rate models exchange rate regimes exchange rate volatility Flexible Exchange Rates floating exchange rates Foreign Exchange Intervention Foreign Exchange Markets forward discount Hodrick hyperinflations International Economics International Finance International Money investors Journal of Economics Journal of International Journal of Political literature long-run macroeconomic variables market microstructure market participants Meese and Rogoff microstructure models of exchange Monetary Approach Monetary Economics monetary model monetary policy Money and Finance money supply Mussa NBER Working Paper nominal exchange rate out-of-sample overshooting model Political Economy portfolio portfolio-balance model random walk rational expectations real exchange rate real interest differential real interest rates risk premium short horizons speculative bubbles sticky prices structural exchange rate Survey Data tests theory Time-Varying trading volume U.S. Dollar uncovered interest parity yen/dollar