volatility risk, for dollar, euro and pound rates at a daily frequency, between October 1998 and August 2006. The measurement of … objective probability measure. Results show that especially between September 2001 and mid-2003 dollar implieds were embodying a … structure, more evident for dollar and euro rates than for pound rates. The volatility risk premium is strongly changing through …

for a broad range of fixed income instruments such as government and nongovernment instruments in the US dollar and …

moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …

A striking and unexpected feature of the financial crisis has been the sharp appreciation of the US dollar against … triggered a significant strengthening of the US dollar, rather than a weakening. Macroeconomic fundamentals and financial …. -- Financial crisis ; exchange rates ; global imbalances ; shocks ; United States ; US dollar ; transmission channels …

This paper analyses the impact of the shift away from a US dollar focus of systemically important emerging market … economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … dollar exchange rate regimes remain pervasive and reserve compositions mostly kept secret, the identification strategy of the …

dollar ; euro ; German dominance hypothesis …This paper assesses whether the international monetary system is already tripolar and centred around the US dollar, the … euro and the Chinese renminbi (RMB). It focuses on what we call China's "dominance hypothesis", i.e. whether the renminbi …

individual countries. The evolution of this aggregate indicator suggests that the US dollar has continuously dominated exchange …