This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing …

a dynamic specification for the correlation using the Fisher transformation. Applied to Euro/US dollar and Japanese Yen …

currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …

currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …

the Dollar/Euro exchange rate. This version is based on the differential of inflation expectations derived from inflation …-indexed bonds for the Euro area and the USA. Using the longest daily data a for both the Dollar/Euro exchange rate and for the …

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … credibility in the foreign exchange market, namely the Deutsche Mark, has been assimilated into the Euro. In order to evaluate if … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be …

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … credibility in the foreign exchange market, namely the Deutsche Mark, has been assimilated into the Euro. In order to evaluate if … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be …

of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …

of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models …