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Currency excess returns and global downside market risk

Galsband, Victoria; Nitschka, Thomas - 2013 - This version: 14 May 2013

Persistent link: https://www.econbiz.de/10009778310

The dollar-euro exchange rate and macroeconomic fundamentals : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - In: Review of world economics 147 (2011) 1, pp. 11-40

Persistent link: https://www.econbiz.de/10009125012

Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks

Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763

Persistent link: https://www.econbiz.de/10012385205

Monetary policy regime shifts and uncovered interest parity revisited : the euro-US dollar exchange rate

Kim, Young Se; Seol, Gwi Hwan - In: International economic journal 30 (2016) 3, pp. 360-378

Persistent link: https://www.econbiz.de/10011704513

On the risk comovements between the crude oil market and U.S. dollar exchange rates

Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215

Persistent link: https://www.econbiz.de/10011645629

Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar

Ayala, Astrid; Blazsek, Szabolcs - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 65-92

In this paper we introduce new Dynamic Conditional Score (DCS) models for the Skew-Gen-t (Skewed Generalized t) and NIG (Normal-Inverse Gaussian) distributions as alternatives to the recent DCS models for the Student’s-t and EGB2 (Exponential Generalized Beta of the second kind) distributions,...

Persistent link: https://www.econbiz.de/10012033379

Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility

Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10011846847

Why is the correlation between crude oil prices and the US Dollar exchange rate time-varying? : explanations based on the role of key mediators

Liao, Jia; Shi, Yu; Xu, Xiangyun - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-13

Using DCC-GARCH model, this paper finds that, since 1990, the relationship between crude oil prices and the US dollar index is time-varying, demonstrating a process of ‘very weak correlation-negative correlation-enhanced negative correlation-weakening negative correlation’, but the existing...

Persistent link: https://www.econbiz.de/10011884180

Forward and spot exchange rates in a multi-currency world

Hassan, Tarek A.; Mano, Rui C. - In: The quarterly journal of economics 134 (2019) 1, pp. 397-450

Persistent link: https://www.econbiz.de/10012120161

Impacts of the US dollar (USD) exchange rate on economic growth and the environment in the United States

Lee, Jaeseok; Yue, Chengyan - In: Energy economics 64 (2017), pp. 170-176

Persistent link: https://www.econbiz.de/10011758119