empirisch beobachtete Abweichung von der ungedeckten Zinsparität beim US-Dollar/Euro-Wechselkurs erklären kann. Außerdem …

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

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

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

In this paper we have applied two approaches to the study of the dollar real exchange rate in relation with the Euro …-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus … seven developed countries, four of them Euro-area members. Second, we aggregate the European variables and estimate a model …