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Forecasting Euro Exchange Rates : How Much Does Model Averaging Help?

Cuaresma, Jesús Crespo - 2007

We analyze the performance of Bayesian model averaged exchange rate forecasts for euro/US dollar, euro/Japanese yen, euro/Swiss franc and euro/ British pound rates using weights based on the out-of-sample predictive likelihood. The paper also presents a simple stratified sampling procedure in...

Persistent link: https://www.econbiz.de/10014223183

Bilaterial Equilibrium Exchange Rates of EU Accession Countries Against the Euro

Rahn, Jörg - 2007

We apply BEER and PEER approaches to calculate real equilibrium exchange rates for five EU accession countries in central and east Europe. Bilateral nominal equilibrium exchange rates against the euro are obtained through algebraic transformation of the results. Panel cointegration techniques...

Persistent link: https://www.econbiz.de/10014224092

The Euro Exchange Rate During the European Sovereign Debt Crisis - Dancing to Its Own Tune?

Ehrmann, Michael - 2013

makers than previously feared. Still, there are instances where exchange rate volatility was increasing in response to news …

Persistent link: https://www.econbiz.de/10013083696

Market efficiency of euro exchange rates and trading strategies

Bošnjak, Mile; Novak, Ivan; Vlajčić, Davor - In: Naše gospodarstvo : NG 67 (2021) 2, pp. 10-19

This paper tests the hypothesis on market efficiency for returns on the euro against fifteen currencies while assuming predictability of returns, dependent on the sign and magnitude of endogenous shocks. Considering the properties of exchange rate returns, the quantile autoregression approach...

Persistent link: https://www.econbiz.de/10012619841

Tracking the Euro

Koen, Vincent; Boone, Laurence; de Serres, Alain; … - 2001

During the first two years of monetary union, the euro's weakness surprised most market participants. Explanations proliferated ranging from fundamentals such as differences in growth prospects to psychological factors such as herd behaviour, but no single story fully accounts for the observed...

Persistent link: https://www.econbiz.de/10012446955

Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach

Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168

Persistent link: https://www.econbiz.de/10014249933

The transition to the euro and economic convergence of Romania

Iancu, Aurel - 2017

By the Treaty of Accession to the EU, Romania opted for the euro adoption. According to the Maastricht Treaty, since … 2014 Romania has fulfilled the nominal convergence criteria, thus becoming apt to adopt the euro. But a careful analysis of … different real convergence thresholds on corresponding time horizons for comparison: at a 70% convergence level of Romania in …

Persistent link: https://www.econbiz.de/10011698594

Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis

Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10011308580

Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models

Jamel, Lamia; Mansour, Sihem - In: International journal of management & enterprise … 18 (2019) 1/2, pp. 1-19

Persistent link: https://www.econbiz.de/10012116976

Estimating the exchange rate in the context of Romania's integration in the Eurozone

Iacob, Laura-Mădălina - In: Theoretical and applied economics : GAER review 23 (2016) 2, pp. 249-258

Persistent link: https://www.econbiz.de/10011564510