EconStor >
Europa-Universität Viadrina Frankfurt (Oder) >
Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina >
Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina  >

Please use this identifier to cite or link to this item:

Full metadata record

DC FieldValueLanguage
dc.contributor.authorPierdzioch, Christianen_US
dc.contributor.authorRülke, Jan-Christophen_US
dc.contributor.authorStadtmann, Georgen_US
dc.description.abstractUsing 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.publisherEuropa-Univ. Viadrina, Dep. of Business Administration and Economics Frankfurt, Oderen_US
dc.relation.ispartofseriesDiscussion Paper, European University Viadrina, Department of Business Administration and Economics 324en_US
dc.titleA note on forecasting emerging market exchange rates: Evidence of anti-herdingen_US
dc.typeWorking Paperen_US
Appears in Collections:Diskussionspapiere, Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina

Files in This Item:
File Description SizeFormat
726451487.pdf361.61 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.