This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign … significant spillovers running from euro/dollar to the Central European foreign exchange markets. To measure the overall magnitude …

Macroeconomic adjustment in the euro area periphery was more recessionary than pre-crisis imbalances would have …

This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We …. In some cases there are effects of statements on the level of the euro-dollar rate. Efforts to talk up the euro have not …

econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …

newspaper headlines) and the exchange rates vis-avis both the US dollar and the euro of the currencies of a group of emerging …