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Euro's Challenge to the Dollar : Different Views from Economists and Evidence from COFER (Currency Composition of Foreign Exchange Reserves) and Other Data
Lim, Ewe-Ghee - 2006
. MEDIUM-TERM PROSPECTS FOR THE EURO -- VII. CONCLUSION -- BIBLIOGRAPHY. …
Persistent link: https://www.econbiz.de/10012691027
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U.S. Dollar Risk Premiums and Capital Flows.
Balakrishnan, Ravi - 2006
Intro -- Contents -- I. INTRODUCTION AND SUMMARY -- II. WHAT ARE RISK PREMIUMS ON THE DOLLAR AND HOW CAN WE MEASURE THEM? -- III. CAPITAL FLOWS AND RISK PREMIUMS -- IV. EXPLAINING RISK PREMIUM MOVEMENTS -- V. CONCLUSIONS AND POLICY IMPLICATIONS -- DATA AND REGRESSION METHODOLOGY -- References.
Persistent link: https://www.econbiz.de/10012691012
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Common Volatility Trends in the Central and Eastern European Currencies and the Euro.
Pramor, Marcus - 2006
Persistent link: https://www.econbiz.de/10012691001
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Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : What Is Important and What Is Not
Rabanal, Pau - 2006
Intro -- Contents -- I. INTRODUCTION -- II. THE MODEL -- III. EXTENSIONS TO THE BASELINE MODEL -- IV. ESTIMATION AND MODEL COMPARISON -- V. RESULTS -- VI. CONCLUDING REMARKS -- APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691160
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A Fistful of Dollars
Igan, Deniz - 2009
Using detailed information on lobbying and mortgage lending activities, we find that lenders lobbying more on issues related to mortgage lending (i) had higher loan-to-income ratios, (ii) securitized more intensively, and (iii) had faster growing portfolios. Ex-post, delinquency rates are higher...
Persistent link: https://www.econbiz.de/10012677528
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Czech Koruna and Polish Zloty Currency Options; Information Contnent and Eu-Accession Implications
Morales, Armando Méndez - International Monetary Fund (IMF) - 2000
GARCH model shows a positive impact of the introduction of the Euro on exchange rate volatility for the Polish zloty … (negative for the Czech koruna), related to its larger exposure to external shocks. For countries in transition to Euro …
Persistent link: https://www.econbiz.de/10005248136
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Will the Emergence of the Euro Affect World Commodity Prices?
Liang, Hong; Cuddington, John T. - International Monetary Fund (IMF) - 2000
This study provides evidence that episodes of internal stability of exchange rates among the 11 Euro countries during … Euro on January 1, 1999, should be expected to contribute to reduced volatility of world commodity prices, other things …
Persistent link: https://www.econbiz.de/10005263979
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The Euro's Challenge to the Dollar; Different Views From Economists and Evidence From Cofer (Currency Composition of Foreign Exchange Reserves) and Other Data
Lim, Ewe-Ghee - International Monetary Fund (IMF) - 2006
This paper examines opposing views on the euro's challenge to the dollar as an international currency. One view … euro has significantly overtaken the legacy currencies as a reserve currency. Generally, large economic size alone is … insufficient to challenge the network externalities supporting vehicle currencies, but scope exists for the euro to advance as an …
Persistent link: https://www.econbiz.de/10005825711
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Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption; Weathering Uncharted Waters
Székely, István P.; Kóbor, Ãdám - International Monetary Fund (IMF) - 2004
The paper analyzes foreign exchange market volatility in four Central European EU accession countries in 2001-2003. By using a Markov regime-switching model, it identifies two regimes representing high- and low-volatility periods. The estimation results show not only that volatilities are...
Persistent link: https://www.econbiz.de/10005826312
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Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model; What is Important and What is Not
Tuesta, Vicente; Rabanal, Pau - International Monetary Fund (IMF) - 2006
United States and the euro area, and we perform model comparisons to study the importance of departing from the law of one …
Persistent link: https://www.econbiz.de/10005769212