clustering technique, we find a clear two-block structure in currency comovements with the first block containing mostly the … dollar currencies, and the other the European currencies. A factor model incorporating this “clustering” factor and two … additional factors, a commodity currency factor and a “world” factor based on trading volumes, fits currency basket correlations …

“clustering” factor and two additional factors, a commodity currency factor and a “world” factor based on trading volumes, fits … using “currency baskets.” A clustering technique reveals a clear two-block structure in currency comovements with the first …

clustering technique, we find a clear two-block structure in currency comovements with the first block containing mostly the … dollar currencies, and the other the European currencies. A factor model incorporating this "clustering" factor and two … additional factors, a commodity currency factor and a "world" factor based on trading volumes, fits currency basket correlations …

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

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 …