Similar Search Results

Identifying long-run relationships between the exchange rate, interest rates and stock prices

Wong, Douglas Kai Tim; MacDonald, Ronald - In: Applied economics 56 (2024) 22, pp. 2671-2687

Persistent link: https://www.econbiz.de/10014525413

A real differential view of equilibrium real exchange rates and misalignments

Hoffmann, Mathias; MacDonald, Ronald - 2000

cointegration methods, we generally find a link between the real exchange rate and the real interest differential. This finding … the dynamic equilibrium given by the cointegration relation. Furthermore, the presence of cointegration also allows us to …

Persistent link: https://www.econbiz.de/10009767694

Equilibrium exchange rates in transition economies : taking stock of the issues

Égert, Belázs; Halpern, László; MacDonald, Ronald - 2004

Persistent link: https://www.econbiz.de/10002599112

Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices

Fiess, Norbert M.; MacDonald, Ronald - In: Economic modelling 19 (2002) 3, pp. 353-374

Persistent link: https://www.econbiz.de/10001662503

The Asian currency crash : were badly driven fundamentals to blame?

Husted, Steven L.; MacDonald, Ronald - In: Journal of Asian economics 10 (1999) 4, pp. 537-550

Persistent link: https://www.econbiz.de/10001489846

Technical analysis in the foreign exchange market : a cointegration-based approach

Fiess, Norbert M.; MacDonald, Ronald - In: Multinational finance journal : MF ; quarterly … 3 (1999) 3, pp. 147-172

Persistent link: https://www.econbiz.de/10001566860

Technical Analysis in the Foreign Exchange Market : A Cointegration-Based Approach

Fiess, Norbert - 2016

relationships between them using multivariate cointegration methods. This methodology facilitates the construction of dynamic …

Persistent link: https://www.econbiz.de/10013004233

Identifying Long-Run Relationships between the Exchange Rate, Interest Rates and Stock Prices

Wong, Douglas, Kai Tim; MacDonald, Ronald - 2022

This study investigates the long-run relationship between the exchange rate, interest rate differential, stock price differential, and output differential. The results demonstrate that a single restricted relationship is acceptable when a structural break is incorporated into the cointegrating...

Persistent link: https://www.econbiz.de/10013403651

Revisiting the dollar-euro permanent equilibrium exchange rate : evidence from multivariate unobserved components models

Chen, Xiaoshan; MacDonald, Ronald - 2010

Persistent link: https://www.econbiz.de/10003981761

Currency forecast errors at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - 2013

Persistent link: https://www.econbiz.de/10010259001

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