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China's dominance hypothesis and the emergence of a tri-polar global currency system
Fratzscher, Marcel; Mehl, Arnaud - 2011
euro and the Chinese renminbi (RMB). It focuses on what we call China’s “dominance hypothesis”, i.e. whether the renminbi …
Persistent link: https://www.econbiz.de/10011605438
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How successful is the G7 in managing exchange rates?
Fratzscher, Marcel - 2008
moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …
Persistent link: https://www.econbiz.de/10011604998
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Crude oil prices and the euro-dollar exchange rate: A forecasting exercise
Crespo Cuaresma, Jesus; Breitenfellner, Andreas - 2008
developments (and particularly, developments in the US dollar/euro exchange rate) may contain information about oil price changes … from the euro area and (c) alternatives to oil invoicing in US dollar are costly. We give evidence that using information … on the US dollar/euro exchange rate (and its determinants) improves oil price forecasts significantly. We discuss …
Persistent link: https://www.econbiz.de/10010293389
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The Euro/Dollar exchange rate: Chaotic or non-chaotic?
Federici, Daniela; Gandolfo, Giancarlo - 2011
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10010274880
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The high-frequency response of the EUR-US Dollar exchange rate to EBC monetary policy announcements
Conrad, Christian; Lamla, Michael J. - 2007
We investigate the impact of the European Central Bank's monetary policy announcements on the level and volatility of the EUR-US Dollar exchange rate employing an AR-FIGARCH specification. Using high-frequency data we estimate the individual and complementary effects of the release of the...
Persistent link: https://www.econbiz.de/10010277736
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Zur Qualität professioneller Wechselkursprognosen
Schmidt, Robert - 2003
Die Berücksichtigung der zukünftigen Entwicklung des Wechselkurses ist sowohl für internationale Unternehmen als auch für international tätige Investoren unabdingbar. Allerdings ist die Erstellung von Wechsel- kursprognosen schwierig, da bis zum heutigen Zeitpunkt kein allgemein anerkanntes...
Persistent link: https://www.econbiz.de/10010305747
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Do China and oil exporters influence major currency configurations?
Fratzscher, Marcel; Mehl, Arnaud - 2008
economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … the appreciation of the euro against the US dollar in recent years. Interestingly, EME policy-makers appear to have become …
Persistent link: https://www.econbiz.de/10011605019
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The Euro in Central and Eastern Europe (CEE countries) : survey evidence from five countries
Stix, Helmut - In: CESifo Forum 03 (2002) 3, pp. 33-38
Persistent link: https://www.econbiz.de/10011695706
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What explains global exchange rate movements during the financial crisis?
Fratzscher, Marcel - 2009
A striking and unexpected feature of the financial crisis has been the sharp appreciation of the US dollar against virtually all currencies globally. The paper finds that negative US-specific macroeconomic shocks during the crisis have triggered a significant strengthening of the US dollar,...
Persistent link: https://www.econbiz.de/10011605106
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Oil prices, exchange rates and asset prices
Fratzscher, Marcel; Schneider, Daniel; Van Robays, Ine - 2014
This paper takes a financial market perspective in examining the relationship between oil prices, the US dollar and asset prices, and it exploits the heteroskedasticity for the identification of causality in a multifactor model. It finds a bidirectional causality between the US dollar and oil...
Persistent link: https://www.econbiz.de/10011605734