Please use this identifier to cite or link to this item:
https://hdl.handle.net/10419/64549
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pierdzioch, Christian | en |
dc.contributor.author | Rülke, Jan-Christoph | en |
dc.contributor.author | Stadtmann, Georg | en |
dc.date.accessioned | 2012-09-26 | - |
dc.date.accessioned | 2012-10-01T08:12:35Z | - |
dc.date.available | 2012-10-01T08:12:35Z | - |
dc.date.issued | 2012 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aEuropean University Viadrina, Department of Business Administration and Economics |cFrankfurt (Oder) | en |
dc.relation.ispartofseries | |aDiscussion Paper |x324 | en |
dc.subject.jel | F31 | en |
dc.subject.jel | D84 | en |
dc.subject.jel | C33 | en |
dc.subject.ddc | 330 | en |
dc.title | A note on forecasting emerging market exchange rates: Evidence of anti-herding | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 726451487 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:euvwdp:324 | en |
Files in This Item:
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.