De Boelelaan 1105
Amsterdam, 1081 HV
VU University Amsterdam, Faculty of Economics and Business Administration
in Total Papers Downloads
in Total Papers Citations
Risk management, foreign exchange risk, foreign currency derivative use, European multinational firms, optimal hedging theories
exchange risk, Asian multinational firms, hedging policies, intervaling, longterm exposure
Market Crashes, Bivariate Extreme Value Analysis, Extreme Co-movements, heavy tails, Value-at-Risk, tail beta, extreme dependence
European non-financial firms, risk management, foreign currency derivatives, exchange risk exposure, optimal hedging theories
foreign exchange risk, survey-based exchange rate expectations, heterogeneity, U.S. multinational firms
Behavioral Finance, Excess Comovement; Investor Sentiment; International Equity Markets
Asset Pricing, Financial crises, Econometric models, Behavioral finance
: Heterogeneous expectations; The European Monetary System; Non-linear modelling; Agent-based finance
Exchange rate expectations, heterogeneity, dispersion of beliefs, bounded rationality, tail behaviour, survey data
Chartists, exchange rate expectations, fundamentalists, heterogeneity, dispersion of beliefs, bounded rationality, survey data
heterogeneous expectations, contagion, Asian crisis, dynamic models
Pension funds, Portfolio choice, Home bias
heterogeneous agents, currency trading, style investing
foreign exchange expectations, investor sentiment, market anomalies, survey data
market integration, corporate bond markets, factor decomposition, Sovereign debt crisis
Interest rate expectations, EMS, expectations hypothesis, rationality, survey data, term structure, time-varying term premia
exchange rates, expectations, heterogeneity, survey data
foreign exchange markets, disagreement, heterogeneous expectations, uncertainty
Heterogeneous expectations, The European Monetary System, Non-linear modelling, Agent-based finance
Interest rate expectations, expectations hypothesis, rationality, survey data, term structure, time-varying term premia
Feedback strategies, herding, institutional investors.
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