Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/64549 
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dc.contributor.authorPierdzioch, Christianen
dc.contributor.authorRülke, Jan-Christophen
dc.contributor.authorStadtmann, Georgen
dc.date.accessioned2012-09-26-
dc.date.accessioned2012-10-01T08:12:35Z-
dc.date.available2012-10-01T08:12:35Z-
dc.date.issued2012-
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
dc.language.isoengen
dc.publisher|aEuropean University Viadrina, Department of Business Administration and Economics |cFrankfurt (Oder)en
dc.relation.ispartofseries|aDiscussion Paper |x324en
dc.subject.jelF31en
dc.subject.jelD84en
dc.subject.jelC33en
dc.subject.ddc330en
dc.titleA note on forecasting emerging market exchange rates: Evidence of anti-herding-
dc.typeWorking Paperen
dc.identifier.ppn726451487en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:euvwdp:324en

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