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The Spanish peseta versus the pound sterling, the French franc and the US dollar (1870-1935) : a long floating experience
Sabaté Sort, Marcela; Gadea, María Dolores; Serrano … - In: Applied financial economics letters 1 (2005) 2, pp. 95-99
Persistent link: https://www.econbiz.de/10002807088
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Forecasting recessions using financial variables : the French case
Bismans, Francis; Majetti, Reynald - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 419-433
Persistent link: https://www.econbiz.de/10009724187
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Informational linkages among the major currencies in the EBS market : evidence from the spot rates of the Euro, Yen and Swiss franc
Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10009583246
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The Swiss franc safety premium
Leutert, Jessica - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-21
This paper applies a recent method proposed by Maggiori (The U.S. Dollar Safety Premium, 2013) to estimate the Swiss franc safety premium. The results show that the three-step instrumental variable approach as used by Maggiori does not work for the Swiss franc exchange rates. The price of risk...
Persistent link: https://www.econbiz.de/10011962943
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Credit rating agency downgrades and the Eurozone sovereign debt crises
Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2014
Persistent link: https://www.econbiz.de/10010364718
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Auswirkungen geldpolitischer Maßnahmen der Europäischen Zentralbank auf Aktien-, Anleihe- und Währungsmärkte : eine empirische Untersuchung ausgewählter europäischer Märkte
Faber, Dominik - 2010
europäische Aktien- und Anleihemärkte sowie Euro-Währungskurse seit 1999, als die EZB die Verantwortung für eine gemeinsame und …
Persistent link: https://www.econbiz.de/10003923463
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Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Journal of applied econometrics 21 (2006) 4, pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
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Are nominal exchange rates and price levels co-integrated? : new evidence from threshold autoregressive and momentum-threshold autoregressive models
Narayan, Paresh Kumar - In: The economic record : er 83 (2007), pp. 74-85
Persistent link: https://www.econbiz.de/10003421673
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The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2011
Persistent link: https://www.econbiz.de/10009382040
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The forward premium anomaly : statistical artefact or economic puzzle? : New evidence from robust tests
Maynard, Alex - In: The Canadian journal of economics 39 (2006) 4, pp. 1244-1281
Persistent link: https://www.econbiz.de/10003398280