Similar Search Results

Investigating intraday interdependence between gold, silver and three major currencies : the euro, British pound and Japanese yen

Papadamou, Stephanos; Markopoulos, Thomas - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 399-410

Persistent link: https://www.econbiz.de/10010532659

The monetary approach to the exchange rate determination for a "petrocurrency" : the case of Norwegian Krone

Papadamou, Stephanos; Markopoulos, Thomas - In: International advances in economic research : IAER ; an … 18 (2012) 3, pp. 299-314

Persistent link: https://www.econbiz.de/10009619815

The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone

Papadamou, Stephanos; Markopoulos, Thomas - In: International Advances in Economic Research 18 (2012) 3, pp. 299-314

This paper, by following vector error correction modeling, empirically investigates some of the popular monetary models of the NOK/USD rate. The empirical results suggest that there is some scope for the monetary approach to explain the development of the NOK/USD during the period from 1997 to...

Persistent link: https://www.econbiz.de/10010989372

The monetary approach to the exchange rate determination for a "petrocurrency" : the case of Norwegian Krone

Papadamou, Stephanos; Markopoulos, Thomas - In: International advances in economic research : IAER ; an … 18 (2012) 3, pp. 299-314

Persistent link: https://www.econbiz.de/10010029834

Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen

Papadamou, Stephanos; Markopoulos, Thomas - In: International Advances in Economic Research 20 (2014) 4, pp. 399-410

<Para ID="Par1">In this study, the interrelationship between major exchange rate returns (namely EUR/USD, GBP/USD, JPY/USD) and precious metal returns (gold and silver) is examined using a vector autoregressive model in a multivariate asymmetric GARCH framework on the intraday frequency. Our findings indicate a...</para>

Persistent link: https://www.econbiz.de/10011155154