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Heterogeneous expectations in the foreign exchange market

✍ Scribed by Ralf Ahrens; Stefan Reitz

Book ID: 105859208
Publisher: Springer-Verlag
Year: 2005
Tongue: English
Weight: 205 KB
Volume: 15
Category: Article
ISSN: 0936-9937
DOI: 10.1007/s00191-004-0206-z

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## Abstract Foreign exchange rate expectations play a central role in virtually all monetary models for the open economy. Therefore, it is extremely important to gain empirical insights into the expectations formation process. In this paper, we use a unique disaggregated data set to model the expec