This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen … dollar rate vis-à-vis the Euro and the Japanese Yen respectively. -- Fractional integration ; long memory ; exchange rates …

This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro …

rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late … apparent in the post-Lehman collapse phase of the crisis for the euro area as financial CDS premia rose due to possible default …

both the S&P 500 Index and the Euro Stoxx 50 Index. Also, fractional cointegration appears to hold at least for the …