exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro …

exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro …

econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …

explain the dynamics of the euro/dollar exchange rate between January 1995 and December 2008. Besides, the model highlights …

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic … with extreme economic episodes and, to a lower extend, with appreciations of the US dollar. Moreover, the euro (Deutsche …

This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We …. In some cases there are effects of statements on the level of the euro-dollar rate. Efforts to talk up the euro have not …