Narrow search
Showing 1 - 10 of 17,328
Cover Image
Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
Persistent link: https://www.econbiz.de/10001584428
Cover Image
Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...
Persistent link: https://www.econbiz.de/10011473872
Cover Image
Essays on the volatility of macroeconomic and financial time series
Yu, Wei-choun - 2006
Persistent link: https://www.econbiz.de/10003973905
Cover Image
The high-frequency response of the EUR-US Dollar exchange rate to EBC monetary policy announcements
Conrad, Christian A. (contributor);  … - 2007
We investigate the impact of the European Central Bank's monetary policy announcements on the level and volatility of …
Persistent link: https://www.econbiz.de/10003763600
Cover Image
Asymmetric and Symmetric Volatility Models for Exchange Rates in India – The Impact of the Net Purchase of US Dollars by the Central Bank and Net Inflows by Foreign Institutional I...
Shah, Anand - 2017
symmetric (sGARCH) and the asymmetric (GJR-GARCH and EGARCH) volatility models with the normal, the student t and the skewed … with the calendar effect dummies in the volatility model are not parsimonious. The net purchase/ sale of USD in a given …
Persistent link: https://www.econbiz.de/10012962908
Cover Image
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication
Conrad, Christian; Lamla, Michael J. - 2013
We investigate the impact of the European Central Bank’s monetary policy communication during the press conference held after the monthly Governing Council meeting on the EUR-USD exchange rate in high-frequency. Based on the method of Content Analysis we construct communication indicators for...
Persistent link: https://www.econbiz.de/10014223949
Cover Image
Nonlinear relationship between exchange rate volatility and economic growth
Phiri, Andrew - 2018
In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above … this 6 percent threshold, volatility exerts an insignificant effect on economic growth. In light of the adoption of a free …
Persistent link: https://www.econbiz.de/10011870188
Cover Image
Money Demand Instability and Real Exchange Rate Persistence in the Monetary Model of USD-JPY Exchange Rate
Hunter, John; Menla Ali, Faek - 2014
capital mobility and volatility (1980:01–2009:04), the results show that the proposed hybrid model provides a coherent long …
Persistent link: https://www.econbiz.de/10014039290
Cover Image
Effects of monetary policy on the $/£ exchange rate : is there a 'delayed overshooting puzzle'?
Heinlein, Reinhold; Krolzig, Hans-Martin - 2011
The determination of the $/£ exchange rate is studied in a small symmetric macroeconometric model including UK-US differentials in inflation, output gap, short and long-term interest rates for the four decades since the breakdown of Bretton Woods. The key question addressed is the possible...
Persistent link: https://www.econbiz.de/10009410483
Cover Image
Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate
Jansen, David-Jan; Haan, Jakob de - 2003
This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … find that the Bundesbank has dominated the news coverage. We conclude that ECB statements have mainly influenced volatility …
Persistent link: https://www.econbiz.de/10011507830