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Causality and volatility patterns between gold prices and exchange rates

Beckmann, Joscha; Czudaj, Robert; Pilbeam, Keith - In: The North American journal of economics and finance : a … 34 (2015), pp. 292-300

Persistent link: https://www.econbiz.de/10011540003

Idiosyncratic variation of the US Dollar

Kunkler, Michael; MacDonald, Ronald - In: Economics letters 144 (2016), pp. 7-9

Persistent link: https://www.econbiz.de/10011617150

Dynamic exchange rate dependences : the effect of the US-China trade war

Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of international financial markets, … 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012495877

Macroprudential policy for internal financial dollarization

Oskolkov, Aleksei; Sorá, Marcos - In: Journal of international economics 145 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014480293

Can currency-based risk factors help forecast exchange rates?

Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio - In: International journal of forecasting 32 (2016) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10011596451

The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns

Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023

We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...

Persistent link: https://www.econbiz.de/10014305726

Gold price dynamics and the role of uncertainty

Beckmann, Joscha; Berger, Theo; Czudaj, Robert - 2017

shield investors. Uncertainty measures display a surprising and time-varying relationship with the path of the gold price …. While economic policy uncertainty is positively correlated with gold price developments, macroeconomic uncertainty and … inflation uncertainty among forecasters are both negatively related to gold. …

Persistent link: https://www.econbiz.de/10011776948

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

Daily exchange rate behaviour and hedging of currency risk

Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2000 - rev.

Persistent link: https://www.econbiz.de/10001554496

A test for volatility spillover with application to exchange rates

Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224

Persistent link: https://www.econbiz.de/10001585360