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Estimating long memory in the mark-dollar exchange rate with high frequency data

Morana, Claudio - In: Applied financial economics letters 2 (2006) 6, pp. 361-364

Persistent link: https://www.econbiz.de/10003397266

Tests for covariance stationarity and white noise, with an application to euro/US dollar exchange rate : an approach based on the evolutionary spectral density

Ahamada, Ibrahim - In: Economics letters 77 (2002) 2, pp. 177-186

Persistent link: https://www.econbiz.de/10001705554

Time series modelling of daily log-price ranges for SF/USD and USD/GBP

Brunetti, Celso (contributor); … - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001719176

The Euro-dollar exchange rate : is it fundamental?

Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002

In this paper we have applied two approaches to the study of the dollar real exchange rate in relation with the Euro-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus seven developed countries, four of them...