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Real exchange rates and commodity prices
Dupont, Dominique - 1996
Persistent link: https://www.econbiz.de/10000940285
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Predictable Movements in Yen/DM Exchange Rates
Kongsamut, Qingying - 2000
This paper examines the relevance of PPP, the adjustment channel of real exchange rate and the predictability of the movement in nominal exchange rate by studying the behavior of yen/DM exchange rate, using cointegration method. Results support PPP and find that the real exchange rate is...
Persistent link: https://www.econbiz.de/10014399967
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Purchasing power parity and the Taylor rule
Kim, Hyeongwoo; Fujiwara, Ippei; Hansen, Bruce E.; … - In: Journal of applied econometrics 30 (2015) 6, pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
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Purchasing power parity and the Taylor rule
Kim, Hyeongwoo; Fujiwara, Ippei; Hansen, Bruce E.; … - 2013
Persistent link: https://www.econbiz.de/10009773715
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Are implied volatilities more informative? : The Brazilian real exchange rate case
Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7/9, pp. 569-576
Persistent link: https://www.econbiz.de/10003491198
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Hysteresis and averaging the forecasts of exchange rates
Seo, Byeongseon; Kim, Jinho - In: Seoul journal of economics 24 (2011) 3, pp. 333-355
Persistent link: https://www.econbiz.de/10009312617
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Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François - In: Economic modelling 29 (2012) 4, pp. 1505-1514
Persistent link: https://www.econbiz.de/10009667309
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Real shock or nominal shock? : exchange rate movements in Cambodia and Lao PDR
Ok, Seiha; Kakinaka, Makoto; Miyamoto, Hiroaki - In: The Singapore economic review : journal of the Economic … 55 (2010) 4, pp. 685-703
Persistent link: https://www.econbiz.de/10009237734
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Nominal and real exchange rate fluctuations of yen-dollar rates
Hamori, Shigeyuki - In: Emerging topics in macroeconomics, (pp. 13-27). 2009
Persistent link: https://www.econbiz.de/10008934475
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...
Persistent link: https://www.econbiz.de/10011473872