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Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2/3, pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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Forecasting exchange rates with commodity convenience yields
Beutler, Toni - 2012 - First draft: June 2012, This draft: September 2012
This paper investigates whether commodity convenience yields - the yields that accrue to the holders of physical commodities - can predict the exchange rate of commodity-exporters' currencies. Predictability is a consequence of the fact that i) convenience yields are useful predictors for...
Persistent link: https://www.econbiz.de/10009703006
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Exchange rate volatility and choice of anchor currency : prospects for a Melanesian currency union
Lahari, Willie - 2011
: Australia, New Zealand, USA and Japan. The main findings showed that both short-term and cyclical exchange rate volatility are … generally lower in a currency union with either Australia or New Zealand. However, the results vary under varying weights and …
Persistent link: https://www.econbiz.de/10009409641
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Exchange rate volatility and currency union : New Zealand evidence
Scrimgeour, Dean - In: Journal of policy modeling : JPMOD ; a social science … 24 (2002) 7/8, pp. 739-749
Persistent link: https://www.econbiz.de/10001718404
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Exchange rate volatility and currency union : some theory and New Zealand evidence
Scrimgeour, Dean - 2001
Persistent link: https://www.econbiz.de/10001624226
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The long-run and short-run effects of exchange-rate volatility on exports : the case of Australia and New Zealand
Arize, Augustine Chuck - In: Journal of economics and finance 22 (1998) 2, pp. 43-56
Persistent link: https://www.econbiz.de/10001254477
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An empirical investigation into the causes of deviations from covered interest parity across the Tasman
Moosa, Imad A. - In: New Zealand economic papers 30 (1996) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10001231715
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Exchange Rate Volatility and Currency Union : Some Theory and New Zealand Evidence
Scrimgeour, Dean - 2002
exchange rate series for the scenarios of currency union with Australia or with the United States from 1985 to 2001. We cannot … the United States or Australia. By contrast, cyclical variability in the New Zealand exchange rate has been greater over … the last sixteen years than it would have been in a currency union with either Australia or the United States …
Persistent link: https://www.econbiz.de/10014112455
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Exchange rate behaviour under inflation targets
Orr, Adrian B.; Rae, David - 1996
Persistent link: https://www.econbiz.de/10000962965
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Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand
Choudhry, Taufiq - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 607-619
Persistent link: https://www.econbiz.de/10003776785