Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998

Philippe Andrade and C. Bruneau

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

Abstract: We built a portfolio choice model in which agents are heterogeneous and possibly draw systematic rational forecast errors.

Keywords: EXCHANGE RATE; FINANCIAL MARKET; FORECASTS U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 9 2001 Nanterre CEDEX. 43p. (search for similar items in EconPapers)
JEL-codes: C20 F30 G10 (search for similar items in EconPapers)
Date: 1998
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998 (2002)
Working Paper: Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998 (1998)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:pnegmi:9836

Access Statistics for this paper

More papers in Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX..
Bibliographic data for series maintained by Thomas Krichel ().