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Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

Implicit bands in the Spanish Peseta/Deutschmark exchange rate, 1965 - 1998

Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - In: Applied financial economics 17 (2007) 10/12, pp. 921-932

Persistent link: https://www.econbiz.de/10003538071

Heterogeneous behaviours and the effectiveness of central bank intervention in the yen/dollar exchange market

Kao, Chung-Wei; Wan, Jer-Yuh - In: Applied financial economics 22 (2012) 10/12, pp. 967-975

Persistent link: https://www.econbiz.de/10009625570

Cointegrating behaviour between spot and forward exchange rates

McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144

Persistent link: https://www.econbiz.de/10003213501

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Using a VECM to test exogeneity and forecastability in the PPP condition

Norrbin, Stefan C. - In: Applied financial economics 7 (1997) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10001219233

Estimating structural exchange rate models by artificial neural networks

Plasmans, Joseph; Verkooijen, William; Daniels, Hennie - In: Applied financial economics 8 (1998) 5, pp. 541-551

Persistent link: https://www.econbiz.de/10001363830

Currency substitution and exchange rate determination

He, Yijian - In: Applied financial economics 7 (1997) 4, pp. 327-336

Persistent link: https://www.econbiz.de/10001226985

Do forecasters use monetary models? : An empirical analysis of exchange rate expectations

Schröder, Michael; Dornau, Robert - In: Applied financial economics 12 (2002) 8, pp. 535-543

Persistent link: https://www.econbiz.de/10001677007