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function of a sample of exchange rate forecasters is asymmetric in the forecast error. Using forecasts of the euro …
Persistent link: https://www.econbiz.de/10010425217
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … among fundamentals and exchange rates since the breakdown of Bretton Woods. Second, there are no recurring regimes, i ….e. across different regimes either the coefficient values for the same fundamentals differ or the significance differs. Third …
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over the period 1973-2011, this article finds that both the factor model and its PPP and TR fundamentals augmented models …
Persistent link: https://www.econbiz.de/10013105696
movement in nominal exchange rate by studying the behavior of yen/DM exchange rate, using cointegration method. Results support …
Persistent link: https://www.econbiz.de/10013317846
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be …
Persistent link: https://www.econbiz.de/10001656178
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The creation of the European Central Bank and the Euro have brought new challenges to EU integration and economic … empirical research on the - transitory - decline of the Euro. Issues of exchange rate policy and international economic … relations also are addressed. Contents: European Monetary Union: Start of the Euro and the Need for Complementary Measures in …
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