Bibliographical references


BIS (2010) Triennial Central Bank Survey of Foreign Exchange and Derivatives Activity in April 2010: Preliminary Results, Bank for International Settlements, Basilea. Available at http://www.bis.org/publ/rpfx10.pdf

Frankel, J. A. and Froot, K. A. (1987a) Using survey data to test standard propositions regarding exchange rate expectations, American Economic Review, 77, 133-153.

Frankel, J. A. and Froot, K. A. (1987b) Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data, Journal of the Japanese and International Economies, 1, 249-274.

Frenkel, M. and Rülke, J.-C. (2011) “Twisting the dollar? On the consistency of short-run and long-run exchange rate expectations, forthcoming in Journal of Forecasting.

Froot, K.A. and Ito, T. (1989) On the consistency of the short and long run exchange rate expectations, Journal of International Money and Finance, 8, 487–510.

Pindyck, R. S. and Rubinfeld, D. L. (1998) Econometric Models and Economic Forecasts, 4th edition, New York: McGraw-Hill.