Similar Search Results

Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?

Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001

This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...

Persistent link: https://www.econbiz.de/10011473872

Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin

Liu, Xin; Li, Bowen - In: Applied economics letters 31 (2024) 4, pp. 281-287

Persistent link: https://www.econbiz.de/10014468773

Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000

Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001

Persistent link: https://www.econbiz.de/10001584428

Towards resolving the exchange rate volatility puzzle

Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002

Persistent link: https://www.econbiz.de/10001709170

A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10011894407

Nonlinear models for the sources of real effective exchange rate fluctuations : evidence from the Republic of Korea

Meng, Xiangcai; Huang, Chia-Hsing - In: Japan and the world economy : international journal of … 40 (2016), pp. 21-30

Persistent link: https://www.econbiz.de/10011700741

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …

Persistent link: https://www.econbiz.de/10011347744

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

Persistent link: https://www.econbiz.de/10009559164

U.S. Dollar Dynamics : How Important are Policy Divergence and FX Risk Premiums?

Balakrishnan, Ravi - 2016

We investigate the drivers of dynamics of major U.S. FX bilaterals. We first construct a novel measure of FX risk premiums using Consensus exchange rate forecasts. We then use VAR analysis to show that (i) risk premium shocks play a key role in driving dynamics of the major U.S. FX bilaterals;...

Persistent link: https://www.econbiz.de/10012977825

Global risk and the dollar

Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021

How does global risk impact the world economy? In taking up this question, we focus on the dollar’s role in the international adjustment mechanism. First, we rely on high-frequency surprises in the price of gold to identify the effects of global risk shocks in a Bayesian Proxy VAR model. They...

Persistent link: https://www.econbiz.de/10012705529

1
2
3
4
5
6
7
8
9
10
Next
Last