Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64549
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dc.contributor.authorPierdzioch, Christianen_US
dc.contributor.authorRülke, Jan-Christophen_US
dc.contributor.authorStadtmann, Georgen_US
dc.date.accessioned2012-09-26en_US
dc.date.accessioned2012-10-01T08:12:35Z-
dc.date.available2012-10-01T08:12:35Z-
dc.date.issued2012en_US
dc.identifier.urihttp://hdl.handle.net/10419/64549-
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.language.isoengen_US
dc.publisher|aEuropa-Univ. Viadrina, Dep. of Business Administration and Economics |cFrankfurt, Oderen_US
dc.relation.ispartofseries|aDiscussion Paper, European University Viadrina, Department of Business Administration and Economics |x324en_US
dc.subject.jelF31en_US
dc.subject.jelD84en_US
dc.subject.jelC33en_US
dc.subject.ddc330en_US
dc.titleA note on forecasting emerging market exchange rates: Evidence of anti-herdingen_US
dc.typeWorking Paperen_US
dc.identifier.ppn726451487en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:euvwdp:324-

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