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Determinants of euro-dollar exchange rate: an empirical analysis

Bhargava, Vivek; Konku, Daniel; Bhargava, Dheeraj - In: Afro-Asian Journal of Finance and Accounting 3 (2012) 2, pp. 121-135

This study investigates the determinants of euro-dollar exchange rate since the inception of euro in January 1999 … index (CPI), unemployment rate (UMP), and money supply (M1) are important in explaining the value of the euro relative to … correction models (VAR/VECM) show that the euro-dollar exchange rate is impacted by only CCI and M1. …

Persistent link: https://www.econbiz.de/10010669819

Market interdependence before, during, and after the 2007 US subprime crisis: evidence from index futures markets

Bagchi, Debasis; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting 2 (2011) 3, pp. 230-247

This study investigates the market interdependence among the Dow Jones (USA), Nikkei225 (Japan), and KOSPI200 (Korea) index futures markets from May 2002 to July 2009, which is divided into three distinct periods: the normal growth, accelerated growth and declining growth (crisis) periods. We...

Persistent link: https://www.econbiz.de/10009352987