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 …

Starting from the stylized fact that the Swiss franc is a safe haven currency, this paper focuses on the determinants … Swiss National Bank would prevent the Swiss franc from appreciating beyond 1.20 to the euro muted the sensitivity of EUR …

the Swiss franc since the inception of this lower bound. Being a prime example of a safe haven currency, the Swiss franc … appreciation pressure on the Swiss currency at the lower bound. We conclude that the Swiss franc lower bound helps stabilizing the … value of the Swiss currency. …

The aim of this paper is to discuss excess comovements for the Euro/US dollar and British pound/US dollar exchange …

estimation ; economic release ; wavelet ; high frequency …

currencies can be treated as the same asset if their exchange rates vis-`a-vis the same base currency are cointegrated with a … yield that periods of strong comovements of the US dollar and Pound sterling based upon the Euro prevail during the 1990s … and periods of comovements of Euro and Pound sterling denominated in US dollar prevail since the introduction of the Euro …

fluctuations of the yen-dollar exchange rate. I show first that these models would have exploited exchange rate trends quite … demand pressure on currency markets since they are mostly on the same side of the market. When technical models produce …