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Exchange rates and fundamentals
Engel, Charles; West, Kenneth David - 2003
Standard economic models hold that exchange rates are influenced by fundamental variables such as relative money supplies, outputs, inflation rates and interest rates. Nonetheless, it has been well documented that such variables little help predict changes in floating exchange rates u0097 that...
Persistent link: https://www.econbiz.de/10009635953
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Exchange rate risks and asset prices in a small open economy
Derviz, Alexis - 2004
exchange rate is unobserved, and an additional equation that links this autarchic currency price with the FX order flow. The …
Persistent link: https://www.econbiz.de/10009636537
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EBA opinion on ‘virtual currencies’
European Banking Authority - 2014
Persistent link: https://www.econbiz.de/10010369723
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Euro Papers
Europäische Kommission / Generaldirektion Wirtschaft … - 1999
Persistent link: https://www.econbiz.de/10011335320
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Quarterly review of the use of the Euro
Europäische Kommission / Generaldirektion Wirtschaft … - 1999
This note is a synthesis of the various studies existing on the development of the use of the euro by the customers, the businesses and the public administrations in the Member States participating to the EMU. It also presents the results of a regular survey of the Commission among European...
Persistent link: https://www.econbiz.de/10011335324
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Bond market notes
Europäische Kommission / Generaldirektion Wirtschaft … - 1999
Produced by the Directorate-General for Economic and Financial Affairs (DG ECFIN), these monthly notes look at the volumes of debt issued, the maturity structures and the conditions in the market.Quarterly notes look in greater detail at the market and at the factors behind the more substantial...
Persistent link: https://www.econbiz.de/10011448312
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Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?
Castrén, Olli - 2004
relative to movements in six major developed country currency pairs. As indicator variables changes in various relative asset … prices, short-term portfolio flows and currency options data are used. We find that changes in equity index differentials …, short-term speculative flows and risk reversals on currency options prices exhibit consistent contemporaneous indicator …
Persistent link: https://www.econbiz.de/10009639433
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the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions
González, Fernando; Launonen, Simo - 2005
participating currencies are in effect identical from inception of a currency union, the convergence process to such an identical …
Persistent link: https://www.econbiz.de/10009639925
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what makes a safe haven currency?
Habib, Maurizio Michael; Stracca, Livio - 2011
There is already a substantial literature documenting the fact that low yield currencies typically appreciate during times of global financial stress and behave as safe havens. The main objective of this paper is to find out what the fundamentals of safe haven currencies are. We analyse a large...
Persistent link: https://www.econbiz.de/10009640614