in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted … that there is no dominating class of time series models, and the different currency pairs relationships with the US dollar …

franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic … with extreme economic episodes and, to a lower extend, with appreciations of the US dollar. Moreover, the euro (Deutsche …This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss …

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted … relationships with the US dollar are captured best by neural net regression models, over the ten year sample of daily exchange rate …