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Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models

Jamel, Lamia; Mansour, Sihem - In: International journal of management & enterprise … 18 (2019) 1/2, pp. 1-19

Persistent link: https://www.econbiz.de/10012116976

Exchange rate misalignments in frequency domain

Grossmann, Axel; Orlov, Alexei G. - In: International review of economics & finance : IREF 24 (2012), pp. 185-199

Persistent link: https://www.econbiz.de/10009690207

Time-varying effects of macroeconomic news on euro-dollar returns

Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012201385

The impact of macroeconomic news on the euro-dollar exchange rate

Caruso, Alberto - 2016

Persistent link: https://www.econbiz.de/10011672457

Exchange rates and fundamentals : new evidence from real-time data

Ehrmann, Michael (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002125231

Exchange rates and fundamentals : new evidence from real-time data

Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 24 (2005) 2, pp. 317-341

Persistent link: https://www.econbiz.de/10002635956

Exchange Rates and Fundamentals : New Evidence from Real-Time Data

Ehrmann, Michael; Fratzscher, Marcel - 2021

-time data. We find that such economic news in the United States, Germany and the euro area have indeed been a driving force … behind daily US dollar - euro/DEM exchange rate developments in the period 1993-2003. The larger importance of US … macroeconomic news is at least partly explained by their earlier release time compared to corresponding German and euro area news …

Persistent link: https://www.econbiz.de/10013319332

Exchange rates and fundamentals : new evidence from real-time Data

Ehrmann, Michael - 2004

Persistent link: https://www.econbiz.de/10013434702

The dollar-euro exchange rate and monetary fundamentals

Beckmann, Joscha; Glycopantis, Dionysius; Pilbeam, Keith - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1389-1410

Persistent link: https://www.econbiz.de/10011949558

Nowcasting of Short-Run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-Varying Parameters

Yemba, Boniface; Otunuga, Olesegun Michael; Tang, Biyan; … - 2022

This paper nowcasts the Euro-Dollar short-run exchange rate by using a MF-TVP-FAVAR model.We adopt a flexible modelling …

Persistent link: https://www.econbiz.de/10014239096

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