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Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates
Kühl, Michael - 2009
The aim of this paper is to discuss excess comovements for the Euro/US dollar and British pound/US dollar exchange …
Persistent link: https://www.econbiz.de/10010302725
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Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset
Kühl, Michael - 2008
currencies can be treated as the same asset if their exchange rates vis-à-vis the same base currency are cointegrated with a … yield that periods of strong comovements of the US dollar and Pound sterling based upon the Euro prevail during the 1990s … and periods of comovements of Euro and Pound sterling denominated in US dollar prevail since the introduction of the Euro …
Persistent link: https://www.econbiz.de/10010300152
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The Demise of the Swiss Interest Rate Puzzle
Kugler, Peter; Weder di Mauro, Beatrice - 2009
In this paper we analyzed the violations of UIP for the Swiss Franc against the Dollar, the Euro, the Yen, the Pound … the Euro and the Dollar, the two most important foreign currencies from a Swiss perspective. …
Persistent link: https://www.econbiz.de/10011390639
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Analysis of the intraday effects of economic releases on the currency market
Rezania, Omid; Rachev, Svetlozar T.; Sun, Edward; … - 2010
Using four years of second-by-second executed trade data, we study the intraday effects of a representative group of scheduled economic releases on three exchange rates: EUR/$, JPY/$ and GBP/$. Using wavelets to analyze volatility behavior, we empirically show that intraday volatility clusters...
Persistent link: https://www.econbiz.de/10010301730
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The Quest for Stability: The View of Financial Institutions
Blommestein, Hans J.; Hoogduin, Lex H.; Peeters, … - 2010
On September 3-4, 2009 SUERF and Utrecht University School of Economicsorganized the Colloquium "The Quest for Stability" in Utrecht, the Netherlands. The papers included in this SUERF Study are based on contributions to the Colloquium.
Persistent link: https://www.econbiz.de/10011689944
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Interdependence between foreign exchange markets and stock markets in selected European countries
Islami, Mevlud - 2008
In this analysis the interdependence between foreign exchange markets and stock markets for selected accession and cohesion countries is discussed. This includes basic theoretical approaches. Monthly data for the nominal stock market indices and nominal exchange rates are used, where Ireland,...
Persistent link: https://www.econbiz.de/10010291121
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Monetary Policy after the Crisis
Belka, Marek; Thomsen, Jens; Abildgren, Kim; Catte, Pietro - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011689949
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High-frequency analysis of foreign exchange interventions: what do we learn?
Menkhoff, Lukas - 2008
The high-frequency analysis of foreign exchange dynamics is helpful in order to better identify the impact of central bank interventions. Evidence robustly shows that interventions do indeed move the exchange rate level in the desired direction. Interventions increase volatility in the short run...
Persistent link: https://www.econbiz.de/10010264498
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Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses
Kühl, Michael - 2007
of the global foreign exchange market to the extent that the second most important currency in the world with the highest … the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … credibility in the foreign exchange market, namely the Deutsche Mark, has been assimilated into the Euro. In order to evaluate if …
Persistent link: https://www.econbiz.de/10010300150
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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