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Exchange rates and fundamentals : new evidence from real-time data

Ehrmann, Michael (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002125231

Exchange rates and fundamentals : new evidence from real-time data

Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 24 (2005) 2, pp. 317-341

Persistent link: https://www.econbiz.de/10002635956

Interdependence between the Euro area and the US : what role for EMU?

Ehrmann, Michael (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001749417

Exchange Rates and Fundamentals : New Evidence from Real-Time Data

Ehrmann, Michael; Fratzscher, Marcel - 2021

-time data. We find that such economic news in the United States, Germany and the euro area have indeed been a driving force … behind daily US dollar - euro/DEM exchange rate developments in the period 1993-2003. The larger importance of US … macroeconomic news is at least partly explained by their earlier release time compared to corresponding German and euro area news …

Persistent link: https://www.econbiz.de/10013319332

Interdependence between the Euro area and the US : what role for EMU?

Ehrmann, Michael - 2002

Persistent link: https://www.econbiz.de/10013434525

Exchange rates and fundamentals : new evidence from real-time Data

Ehrmann, Michael - 2004

Persistent link: https://www.econbiz.de/10013434702

The benefits of reducing hold-out risk : evidence from the Euro CAC experiment, 2013-2018

Picarelli, Mattia; Erce, Aitor; Jiang, Xu - 2018

Persistent link: https://www.econbiz.de/10011948231

Risk management for sustainable sovereign debt financing

Zenios, Stauros Andrea; Consiglio, Andrea; … - In: Operations research 69 (2021) 3, pp. 755-773

Persistent link: https://www.econbiz.de/10012546866

A Journey in the History of Sovereign Defaults on Domestic-Law Public Debt

Erce, Aitor; Mallucci, Enrico; Picarelli, Mattia Osvaldo - 2022

We introduce a novel database on sovereign defaults that involve public debt instruments governed by domestic law. By systematically reviewing a large number of sources, we identify 134 default and restructuring events of domestic debt instruments, in 52 countries from 1980 to 2018. Domestic-law...

Persistent link: https://www.econbiz.de/10013293224

Risk management for sovereign financing within a debt sustainability framework

Athanasopoulou, Marialena; Consiglio, Andrea; Erce, Aitor; … - 2018

Persistent link: https://www.econbiz.de/10011948222