Narrow search
Showing 1 - 10 of 123
Cover Image
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013
This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate GARCH-BEKK models are estimated...
Persistent link: https://www.econbiz.de/10009735730
Cover Image
Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM
Ma, Yue; Kanas, Angelos - In: Journal of international money and finance 19 (2000) 1, pp. 135-152
Persistent link: https://www.econbiz.de/10001452634
Cover Image
GDP growth and currency valuation : the case of the dollar
Vlaar, Peter J. G. - In: Journal of international money and finance 26 (2007) 8, pp. 1424-1449
Persistent link: https://www.econbiz.de/10003612295
Cover Image
Does the US dollar confer an exorbitant privilege?
McCauley, Robert N. - In: Journal of international money and finance 57 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011478196
Cover Image
A note on fiscal policy, investment location decisions, and exchange rates
Dooley, Michael P. - In: Journal of international money and finance 10 (1991) 1, pp. 161-168
Persistent link: https://www.econbiz.de/10001101879
Cover Image
Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU
Comunale, Mariarosaria - In: Journal of international money and finance 73 (2017), pp. 350-370
Persistent link: https://www.econbiz.de/10011787740
Cover Image
Daily effects of foreign exchange intervention : evidence from official Bank of Canada data
Fatum, Rasmus - In: Journal of international money and finance 27 (2008) 3, pp. 438-454
Persistent link: https://www.econbiz.de/10003717256
Cover Image
Fixed versus flexible : lessons from EMS order flow
Killeen, William P.; Lyons, Richard K.; Moore, Michael J. - In: Journal of international money and finance 25 (2006) 4, pp. 551-579
Persistent link: https://www.econbiz.de/10003336482
Cover Image
When does it hurt? : the exchange rate "pain threshold" for German exports
Belke, Ansgar; Goecke, Matthias; Günther, Martin - 2009
euro. At the end of our estimation period, the previous exchange rate movements had shifted the upper bound of the play …
Persistent link: https://www.econbiz.de/10003891080
Cover Image
How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003898577