Narrow search
Showing 1 - 10 of 35,044
Cover Image
Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo; De Grauwe, Paul - 2005
This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First … of different regimes, and thus nonlinearities in the link between the exchange rate and its fundamentals. Second, we … are that different sets of macroeconomic fundamentals act as driving forces of the exchange rates during different time …
Persistent link: https://www.econbiz.de/10010261347
Cover Image
The (Un-) Stable Relationship between The Exchange rate and its Fundamentals
Altavilla, Carlo - Dipartimento di Studi Economici "Salvatore Vinci", … - 2006
This study investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals by … exchange rate and fundamentals is large; as a consequence, when the exchange rate is close to its equilibrium value it tends to … be less sensitive to any shocks in the fundamentals. …
Persistent link: https://www.econbiz.de/10005135269
Cover Image
Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo; De Grauwe, Paul - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10008702373
Cover Image
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
Beckmann, Joscha; Czudaj, Robert - 2013
Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...
Persistent link: https://www.econbiz.de/10010319369
Cover Image
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Beckmann, Joscha; Czudaj, Robert - 2013
Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...
Persistent link: https://www.econbiz.de/10009771139
Cover Image
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Beckmann, Joscha; Czudaj, Robert - In: Energy Economics 40 (2013) C, pp. 665-678
Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...
Persistent link: https://www.econbiz.de/10010868790
Cover Image
Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
Beckmann, Joscha; Czudaj, Robert - Rheinisch-Westfälisches Institut für … - 2013
Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarifi cation of the issue of causality has not been provided. In addition, previous studies have mostly neglected...
Persistent link: https://www.econbiz.de/10010691192
Cover Image
On causal relationships between exchange rates and fundamentals: Better than you think
Christopoulos, Dimitris; León-Ledesma, Miguel A. - 2009
This note revisits the temporal causality between exchange rates and fundamentals put forward by Engel and West (2005 … show that, considering information content beyond one-period ahead, the causal link between exchange rates and fundamentals … is stronger than previously reported. We find Granger-causality running from exchange rates to fundamentals at some …
Persistent link: https://www.econbiz.de/10010277827
Cover Image
Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?
Ko, Hsiu-Hsin; Ogaki, Masao - University of Rochester - Center for Economic Research … - 2013
rates to fundamentals in Engel and West (Exchange rate and fundamentals, Journal of Political Economy 2005, 113 (3), 485 …
Persistent link: https://www.econbiz.de/10010610854
Cover Image
On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think
Christopoulos, Dimitris; León-Ledesma, Miguel A. - School of Economics, University of Kent - 2009
This note revisits the temporal causality between exchange rates and fundamentals put forward by Engel and West (2005 … show that, considering information content beyond one-period ahead, the causal link between exchange rates and fundamentals … is stronger than previously reported. We find Granger-causality running from exchange rates to fundamentals at some …
Persistent link: https://www.econbiz.de/10005061438