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Rationality, behavior and switching idiosyncracies in the euro-dollar exchange rate

Cagliesi, Gabriella; Tivegna, Massimo - In: Long-run growth and short-run stabilization : essays in …, (pp. 338-391). 2006

Persistent link: https://www.econbiz.de/10003374124

Are dollar exchange rates cointegrated after all?

Girardin, Eric - In: Exchange rate policy in Europe, (pp. 7-23). 1997

Persistent link: https://www.econbiz.de/10001298344

The impact of the EMS on exchange rate predictability

Errunza, Vihang R. - In: Journal of multinational financial management 2 (1993) 3, pp. 73-94

Persistent link: https://www.econbiz.de/10001150043

Predictable components in exchange rates

Cochran, Steven J. - In: The quarterly review of economics and finance : journal … 35 (1995) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001178499

Has the link between the spot and forward exchange rates broken down? : evidence from rolling cointegration tests

Kutan, Ali Mustafa; Zhou, Su - 2002

In a recent survey, Engel (1996) reported conflicting results about the cointegration relationship between the spot and forward exchange rates. Applying rolling cointegration tests to the mark, yen, and Swiss franc with respect to the U.S. dollar for the post-80 period, we find that the...

Persistent link: https://www.econbiz.de/10010515675

The Swiss franc safety premium

Leutert, Jessica - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-21

This paper applies a recent method proposed by Maggiori (The U.S. Dollar Safety Premium, 2013) to estimate the Swiss franc safety premium. The results show that the three-step instrumental variable approach as used by Maggiori does not work for the Swiss franc exchange rates. The price of risk...

Persistent link: https://www.econbiz.de/10011962943