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 …

experiment of the past decade, stemming from a belief of the government that higher interest rates cause higher inflation … eventually a negative coefficient on inflation in the policy rule. In such an environment, was the exchange rate still a random … walk? Was inflation anchored? Does the "standard model" suffice to explain the broad contours of macroeconomic outcomes in …

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

premium and changes in the dollar-euro exchange rate on changes in daily returns of the rand-dollar exchange rate. We also …