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Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - 2012
franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic … mark) is the dominant currency in volatility transmission with a net volatility spillover of 8% (15%) to all other markets … bank interventions, international portfolio diversification and currency risk management are then discussed. …
Persistent link: https://www.econbiz.de/10011347744
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Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - 2012
Persistent link: https://www.econbiz.de/10009559164
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Strong Sterling pound and weak European currencies in the crises : evidence from covered interest parity of secured rates
Fukuda, Shin'ichi - 2016
Persistent link: https://www.econbiz.de/10011435888
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Strong sterling pound and weak European currencies in the crises : evidence from covered interest parity of secured rates
Fukuda, Shin'ichi - In: Journal of the Japanese and international economies : … 42 (2016), pp. 109-122
Persistent link: https://www.econbiz.de/10011705919
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Exchange rate predictability and monetary fundamentals in a small multi-country panel
Groen, Jan J. J. - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 495-516
Persistent link: https://www.econbiz.de/10003012720
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Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - In: Journal of international financial markets, … 22 (2012) 5, pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
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Non-linear characteristics of the sterling-European Currency Unit exchange rate: 1984 - 1992
Chappell, David - In: The European journal of finance 3 (1997) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10001224327
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The dynamics of interest rates, inflation and exchange rates in the euro area : an empirical evaluation of different modeling strategies
Ruth, Karsten - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003075519
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How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003898577
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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10003877676