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Change in unconditional foreign exchange rate volatility : an analysis of the GBP and USD price of the Euro from 2002 to 2003

Heaney, Richard A.; Pattenden, Kerry - In: Applied economics letters 12 (2005) 15, pp. 929-932

Persistent link: https://www.econbiz.de/10003237730

Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns

Nouira, Lei͏̈la; Ahamada, Ibrahim; Jouini, Jamel; … - In: Applied economics letters 11 (2004) 9, pp. 591-594

Persistent link: https://www.econbiz.de/10002140966

Common Volatility Trends in the Central and Eastern European Currencies and the Euro

Pramor, Marcus - 2006

explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find that these trends are … euro. Spillovers of volatility across regional markets appear to have diminished over time, with the exception of the …

Persistent link: https://www.econbiz.de/10014404235

Testing for random walk in euro exchange rates using the subsampling approach

Belaire-Franch, Jorge; Opong, Kwaku K. - In: Applied economics letters 17 (2010) 10/12, pp. 1145-1151

Persistent link: https://www.econbiz.de/10008699237

Sustainable Real Exchange Rates in the New Eu Member States : What Did the Great Recession Change?

Smídková, Katerina - 2010

The Great Recession affected export and import patterns in our sample countries, and these changes, coupled with a more volatile external environment, have profound impact on our estimates of real exchange rate misalignments and projections of sustainable real exchange rates. We find that real...