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Currency competition and foreign exchange markets : the dollar, the yen and the Euro

Hartmann, Philipp - 1998 - 1. publ.

Persistent link: https://www.econbiz.de/10000666597

The restoration of European currencies

Jack, Daniel T. - 1927

Persistent link: https://www.econbiz.de/10000617579

Challenging an established vehicle : can the Euro displace the US dollar?

Lebre de Freitas, Miguel - 1998

Persistent link: https://www.econbiz.de/10001407205

The euro in the global currency markets and in Europe

Vanhala, Matti - In: Bulletin / Bank of Finland 72 (1998) 12, pp. 15-18

Persistent link: https://www.econbiz.de/10001388560

Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015

Persistent link: https://www.econbiz.de/10011432736

The euro crisis and contagion among Central and Eastern European currencies : recommendations for avoiding lending in a safe haven currency such as CHF

Kiss, Gábor Dávid; Schuszter, Tamás - In: Prague economic papers : a bimonthly journal of … 24 (2015) 6, pp. 678-698

Persistent link: https://www.econbiz.de/10011415589

The determinants of the euro-dollar exchange rate : synthetic fundamentals and a non-existing currency

Clostermann, Jörg; Schnatz, Bernd - 2000

At the beginning of 1999 the euro was launched as a common currency in 11 European countries. This paper addresses … empirically the medium to long-term forces driving the real euro-dollar exchange rate. Constructing a synthetic euro … determinants of the real euro-dollar exchange rate: the international real interest rate differential, relative prices in the …

Persistent link: https://www.econbiz.de/10011418743

Estimating and forecasting generalized fractional long memory stochastic volatility models

Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV)...

Persistent link: https://www.econbiz.de/10011483824

Estimating and forecasting generalized fractional long memory stochastic volatility models

Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016

Persistent link: https://www.econbiz.de/10011500273

Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate

Jansen, David-Jan; Haan, Jakob de - 2003

This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We …. In some cases there are effects of statements on the level of the euro-dollar rate. Efforts to talk up the euro have not …

Persistent link: https://www.econbiz.de/10011507830