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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963286
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Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie (contributor); Peersman, Gert (contributor) - 2005
Persistent link: https://www.econbiz.de/10002593999
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Policy interactions and the United States-Japan exchange rate
Hamada, Koichi - In: Policy and trade issues of the Japanese economy : …, (pp. 271-295). 1982
Persistent link: https://www.econbiz.de/10002595556
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Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha - 2011
close scrutiny. Using monthly data from 1973:01 to 2009:12 from the USA, UK, Germany, France and Japan, this paper as a …
Persistent link: https://www.econbiz.de/10009580305
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Behavioural equilibrium exchange rate and total misalignment : evidence from the euro exchange rate
Gianellis, Nikolaos; Kukuritakēs, Minōas - In: Empirica : journal of european economics 38 (2011) 4, pp. 555-578
Persistent link: https://www.econbiz.de/10009355819
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Cointegration, structural breaks and monetary fundamentals of the dollar/yen exchange
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - In: International advances in economic research : IAER ; an … 17 (2011) 4, pp. 397-412
Persistent link: https://www.econbiz.de/10009504875
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Chinese exchange rate and price effects on G3 import prices
Granville, Brigitte; Mallick, Sushanta Kumar; Zeng, Ning - In: Journal of Asian economics 22 (2011) 6, pp. 427-440
Persistent link: https://www.econbiz.de/10009506713
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The joint response of stock and foreign exchange markets to macroeconomic surprises : using US and Japanese data
Mun, Kyung-chun - In: Journal of banking & finance 36 (2012) 2, pp. 383-394
Persistent link: https://www.econbiz.de/10009511315
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Revaluation of the Chinese Yuan and triad trade : a gravity assessment
Yu, Miaojie - In: Journal of Asian economics 20 (2009) 6, pp. 655-668
Persistent link: https://www.econbiz.de/10009243728
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Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate : high-resolution picture
Hashimoto, Yūko; Itō, Takatoshi - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 334-354
Persistent link: https://www.econbiz.de/10009247752