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Andrew Bell, Ron Johnston and Kelvyn Jones andrew.bell@bristol.ac.uk

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Conventions in the Foreign Exchange Market: Do they really Explain Exchange Rate Dynamics ?

Third FIW Research Conference in International Economics. Conventions in the Foreign Exchange Market: Do they really Explain Exchange Rate Dynamics ?. Gabriele Di Filippo LEDA-SDFi University Paris IX Dauphine . 1 Intuition. Stylised Fact: De Grauwe (2000) [Statistical Study]

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Stylised fact - PowerPoint PPT Presentation

Andrew Bell, Ron Johnston and Kelvyn Jones andrew.bell@bristol.ac.uk

Conventions in the Foreign Exchange Market: Do they really Explain Exchange Rate Dynamics ?