Model uncertainty and exchange rate volatility

DOI10.1111/J.1468-2354.2012.00702.XMaRDI QIDQ4620015zbMATH OpenOpenAlexFDO

Authors Agnieszka Markiewicz

Publication date 7 February 2019

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-2354.2012.00702.x

zbMATH Keywords

model learningvolatility of exchange-rate returns

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(8)

• Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
• Exchange rates and fundamentals under adaptive learning
• Optimal forecasts in the presence of structural breaks
• Exchange Rate Volatility in an Equilibrium Asset Pricing Model
• Modelling exchange rate volatility
• On the sources of uncertainty in exchange rate predictability
• Learning under fear of floating
• Representativeness of news and exchange rate dynamics

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