Past trend versus future expectation: test of exchange rate volatility Article Swipe
Related Concepts
Volatility (finance)
Economics
Exchange rate
Econometrics
Financial economics
Monetary economics
Jati K. Sengupta
,
Raymond E. Sfeir
·
YOU?
·
· 1997
· Open Access
·
· DOI: https://doi.org/10.1080/758521369&magic=repec&7c&7c8674ecab8bb840c6ad35dc6213a474b5
· OA: W3124388611
YOU?
·
· 1997
· Open Access
·
· DOI: https://doi.org/10.1080/758521369&magic=repec&7c&7c8674ecab8bb840c6ad35dc6213a474b5
· OA: W3124388611
Which of the two forces, past trends or future expectations plays a more dominant role in exchange market volatility? This hypothesis is econometrically tested here for four advanced industrial countries, France, UK, Japan and Germany over the period 1985 to 1995.
Related Topics
Finding more related topics…