-euro area assets/liabilities, before stage 3 of EMU. A number of key factors determining the currency distribution of … a special emphasis on the first year of the euro. A contribution is made as to how to measure these roles, both for … identification of changes in the role of the euro during 1999 compared to the aggregate of euro predecessor currencies, net of intra …

for a broad range of fixed income instruments such as government and nongovernment instruments in the US dollar and … Japanese yen bond markets. The reference returns result from a regime-switching Nelson-Siegel yield curve model following …

for a broad range of fixed income instruments such as government and nongovernment instruments in the US dollar and … Japanese yen bond markets. The reference returns result from a regime-switching Nelson-Siegel yield curve model following …