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Michael, Schroder ; Rafael R., Rebitzky ; Lukas, Menkhoff ; Michael, Schröder. (2008) Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach.
In: CESifo Working Paper Series. RePEc:ces:ceswps:_2502.
Full description at Econpapers
cites:
ZEW Centre for European Economic Research, 2004. Financial Market Report, i3:2. TABLE 1 Descriptive statistics of consensus expectations US-dollar GB-pound JP-yen consensus dispersion consensus dispersion consensus dispersion mean 1.133 0.070 0.718 0.042 1.319 0.043 std. 0.120 0.017 0.065 0.011 0.136 0.009 25%-q. 1.049 0.058 0.671 0.035 1.231 0.036 75%-q. 1.225 0.078 0.762 0.047 1.402 0.048 mm. 0.881 0.043 0.628 0.024 0.975 0.028 max.
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