Essayyad, Musa; Albinali, Khaled; Al-Titi, Omar - In: International Journal of Monetary Economics and Finance 4 (2011) 3, pp. 297-308
This paper applies the same methodology applied by Essayyad et al. (2009) to the construction of an alternative Euro dollar index. Specifically, it employs multivariate statistical tests to identify weights based on 12 economic and financial factors that are deemed theoretically more relevant in...