In this paper we have applied two approaches to the study of the dollar real exchange rate in relation with the Euro …-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus … seven developed countries, four of them Euro-area members. Second, we aggregate the European variables and estimate a model …

Using recent advances in panel data estimation techniques, we find that an appreciation of the US dollar exchange rate … appreciation compared to a depreciation of the US dollar. -- oil demand ; US dollar exchange rate ; panel data ; nonlinearities …

the yen/US dollar dynamics. -- exchange rates ; interventions ; Japan …

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 …

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

the euro-dollar exchange rate, within a three-country, three-currency portfolio model. Our static model shows that the … euro-dollar rate, whatever the exchange-rate regime of China. Moving to a dynamic, stock-flow framework, we show that the … shock. -- China ; yuan ; exchange-rate regime ; euro ; dollar …

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 …

the exchange rates of three Central and Eastern European (CEE) currencies against the euro. First we estimate the nominal …