ツチヤ　ヨウイチ   TSUCHIYA YOICHI   土屋　陽一    所属   明治大学  商学部    職種   専任教授
言語種別	英語
発行・発表の年月	2013/08
形態種別	学術雑誌
査読	査読あり
標題	Evaluating corporate executives' exchange rate forecasts under a flexible loss function
執筆形態	単著
掲載誌名	Applied Economics Letters
掲載区分	国外
出版社・発行元	ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
巻・号・頁	20(12),pp.1135-1138
著者・共著者	Y. Tsuchiya
概要	We examine asymmetry in the loss function of corporate executives in their exchange rate forecasts and test for rationality of the forecast under the assumption of a possibly asymmetric loss function. We find evidence that the loss function of the forecast with a 1-year horizon is symmetric and support for rationality. These findings hold for manufacturing and nonmanufacturing sectors.
DOI	10.1080/13504851.2013.792989
ISSN	1350-4851
PermalinkURL	http://www.scopus.com/inward/record.url?eid=2-s2.0-84878577293&partnerID=MN8TOARS
researchmap用URL	http://orcid.org/0000-0003-2485-3959