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Alberola, Enrique; Garcia Cervero, Susana; López, J. … - In: The European journal of finance 8 (2002) 4, pp. 352-370

Persistent link: https://www.econbiz.de/10001780674

Global equilibrium exchange rates : euro, dollar, "ins," "outs," and other major currencies in a panel cointegration framework

Alberola, Enrique; Garcia Cervero, Susana; López, J. … - 1999

Persistent link: https://www.econbiz.de/10001460479

Global Equilibrium Exchange Rates : Euro, Dollar, ""Ins,"" ""Outs,"" and Other Major Currencies in a Panel Cointegration Framework

Garcia Cervero, Susana - 1999

This paper presents a methodology for calculating bilateral equilibrium exchange rates for a panel of currencies in a way that guarantees global consistency. The methodology has three parts: a theoretical model that encompasses the balance of payments and the Balassa-Samuelson approaches to real...

Persistent link: https://www.econbiz.de/10014400091