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Currency transaction tax elasticity : an econometric estimation

Bismans, Francis; Damette, Olivier - In: International economics : a journal published by CEPII … 115 (2008) 3, pp. 193-212

Persistent link: https://www.econbiz.de/10003838523

Currency areas, volatility and intervention

Mundell, Robert A. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 3, pp. 281-299

Persistent link: https://www.econbiz.de/10001500203

The exchange rate macroeconomic balance approach : new methodology and results for the euro, the dollar, the yen and the pound sterling

Borowski, Didier; Couharde, Cécile - In: Open economies review 14 (2003) 2, pp. 169-190

Persistent link: https://www.econbiz.de/10001746028

Monetary models of dollar/yen/euro nominal exchange rates : dead or undead?

Rogoff, Kenneth S. - In: The economic journal : the journal of the Royal … 109 (1999), pp. 655-659

Persistent link: https://www.econbiz.de/10001435178

La modélisation des taux de change d'équilibre et leur estimation pour l'euro, le dollar et le yen

Maurin, Laurent - In: Economie & prévision : EP (2000) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10001528533

Risk Premia in Forward Foreign Exchange Markets : A Comparison of Signal Extraction and Regression Methods

Wang, Zhiguang - 2011

We investigate possible presence of time-varying risk premia in forward pound, yen,and Euro monthly exchange rates …-varying risk premium component in yen and Euro. The same model provides evidence for the presence of risk premium in pound over a … versus the US dollar 3 over the last two decades. We study this issue using regression techniques and separately using a …

Persistent link: https://www.econbiz.de/10013122689