Narrow search
Showing 1 - 10 of 102
Cover Image
How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003898577
Cover Image
How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003877676
Cover Image
How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10010207061
Cover Image
The dollar-euro exchange rate and monetary fundamentals
Beckmann, Joscha; Glycopantis, Dionysius; Pilbeam, Keith - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10011949558
Cover Image
How Stable are Monetary Models of the Dollar-Euro Exchange Rate? A Time-Varying Coefficient Approach
Beckmann, Joscha; Belke, Ansgar Hubertus; Kuehl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … (the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach …
Persistent link: https://www.econbiz.de/10014201977
Cover Image
Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001896351
Cover Image
Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio - 2002
Persistent link: https://www.econbiz.de/10013423980
Cover Image
Exchange Rates and Sovereign Risk
Della Corte, Pasquale - 2018
An increase in a country's sovereign risk, as measured by credit default swap spreads, is accompanied by a contemporaneous depreciation of its currency and an increase of its volatility and crash risk. The relation between currency excess returns and sovereign risk is mainly driven by default...
Persistent link: https://www.econbiz.de/10012938224
Cover Image
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
Cover Image
The US current account and real effective dollar exchange rates
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Credit and capital markets : Kredit und Kapital 46 (2013) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010128344