Showing 1 - 10 of 2,097
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
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
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
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
fluctuations of the yen/dollar exchange rate. The paper shows first that these models would have exploited exchange rate trends …
Persistent link: https://www.econbiz.de/10011435219
The paper investigates the profitability of 1,024 moving average and momentum models and their components in the yen …
Persistent link: https://www.econbiz.de/10011435249
fluctuations of the yen-dollar exchange rate. I show first that these models would have exploited exchange rate trends quite …
Persistent link: https://www.econbiz.de/10011435250
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
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
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