correlations. We then apply the correlation forecasts to two policyrelevant topics, to produce scenario analyses for the euro …

This paper investigates whether comovements between euro area equity returns at national and industry level have … changed after the introduction of the euro. By adopting a regression quantile-based methodology, we find that after 1999 the … degree of comovements among euro area national equity markets has augmented. By explicitly controlling for the impact of …

economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … the appreciation of the euro against the US dollar in recent years. Interestingly, EME policy-makers appear to have become …

Euro redenomination risk is the risk that a euro asset will be redenominated into a devalued legacy currency. We … propose a time-varying, country-specific market perception of intra-euro area redenomination risk measure, defined as the …

economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … the appreciation of the euro against the US dollar in recent years. Interestingly, EME policy-makers appear to have become …

-known ranking for the leading currencies – in particular the US dollar and the euro – but give considerably greater weight to …