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Europa-Universität Viadrina Frankfurt (Oder) >
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Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/64549
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Pierdzioch, Christian | | en_US |
| dc.contributor.author | | Rülke, Jan-Christoph | | en_US |
| dc.contributor.author | | Stadtmann, Georg | | en_US |
| dc.date.accessioned | | 2012-09-26 | | en_US |
| dc.date.accessioned | | 2012-10-01T08:12:35Z | | - |
| dc.date.available | | 2012-10-01T08:12:35Z | | - |
| dc.date.issued | | 2012 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/64549 | | - |
| dc.description.abstract | | Using survey forecasts of a large number of Asian, European, and South American emerging market exchange rates, we studied empirically whether evidence of herding or antiherding behavior of exchange-rate forecasters can be detected in the cross-section of forecasts. Emerging market exchange-rate forecasts are consistent with herding (anti-herding) if forecasts are biased towards (away from) the consensus forecast. Our empirical findings provide strong evidence of anti-herding of emerging market exchange-rate forecasters. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Europa-Univ. Viadrina, Dep. of Business Administration and Economics Frankfurt, Oder | | en_US |
| dc.relation.ispartofseries | | Discussion Paper, European University Viadrina, Department of Business Administration and Economics 324 | | en_US |
| dc.subject.jel | | F31 | | en_US |
| dc.subject.jel | | D84 | | en_US |
| dc.subject.jel | | C33 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.title | | A note on forecasting emerging market exchange rates: Evidence of anti-herding | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 726451487 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| dc.identifier.repec | | RePEc:zbw:euvwdp:324 | | - |
| Appears in Collections: | | Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina
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