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Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment

Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325

Persistent link: https://www.econbiz.de/10010467980

The introduction of the Euro and its effects on investment decisions

Haselmann, Rainer (contributor); … - 2005

In this paper we examine changes on investment decisions induced by the introduction of the Euro. There are two … potential sources of portfolio reallocation. First, the introduction of the Euro diminished exchange rate risks within the EMU …

Persistent link: https://www.econbiz.de/10003182391

Modeling the FIBOR/EURIBOR swap term structure : an empirical approach

Blaskowitz, Oliver (contributor); … - 2005

In this study we forecast the term structure of FIBOR/EURIBOR swap rates by means of recursive vector autoregressive (VAR) models. In advance, a principal components analysis (PCA) is adopted to reduce the dimensionality of the term structure. To evaluate exante forecasting performance for...

Persistent link: https://www.econbiz.de/10002724448

Drivers of inflation convergence across countries : the role of standard gravity variables

Yilmazkuday, Hakan - In: Macroeconomic dynamics 27 (2023) 6, pp. 1664-1686

Persistent link: https://www.econbiz.de/10014364393

When, how fast and by how much do trade costs change in the euro area?

Herwartz, Helmut (contributor); Weber, Henning (contributor) - 2008

Microfoundations of the euro's effect on euro area trade hinge on the timing, the speed and the size of adjustment in … at the sector level. We find that, due to falling trade costs, trade within the euro area increases between the years … 2000 and 2003 by 10 to 20 percent compared with trade between European countries that are not members of the euro area. …

Persistent link: https://www.econbiz.de/10003761135