Similar Search Results

Heterogeneous expectations in the foreign exchange market evidence from the daily dollar

Ahrens, Ralf; Reitz, Stefan - 2003

In this study a regime switching approach is applied to estimate the chartist and fundamentalist (c&f) exchange rate model originally proposed by Frankel and Froot (1986). The c&f model is tested against alternative regime switching specifications applying likelihood ratio tests. Nested...

Persistent link: https://www.econbiz.de/10009765353

Central bank intervention and exchange rate expectations : evidence from the daily DM/US-Dollar exchange rate

Reitz, Stefan - 2002

In this paper we propose a generalisation of the noise trader transmission mechanism to examine the impact of central bank intervention on exchange rates. Within a heterogeneous expectations exchange rate model intervention operations are supposed to provide support to either chartist or...

Persistent link: https://www.econbiz.de/10011431685

How successful is the G7 in managing exchange rates?

Fratzscher, Marcel - 2008

moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …

Persistent link: https://www.econbiz.de/10011604998

The relationship between agricultural commodity prices, crude oil prices and US dollar exchange rates : a panel VAR approach and causality analysis

Rezitis, Anthony N. - In: International review of applied economics 29 (2015) 3, pp. 403-434

Persistent link: https://www.econbiz.de/10010533004

Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates

Hossfeld, Oliver - 2010

panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …

Persistent link: https://www.econbiz.de/10011374380

The U.S. dollar exchange rate and the demand for oil

De Schryder, Selien; Peersman, Gert - 2013

Using recent advances in panel data estimation techniques, we find that an appreciation of the US dollar exchange rate … appreciation compared to a depreciation of the US dollar. -- oil demand ; US dollar exchange rate ; panel data ; nonlinearities …

Persistent link: https://www.econbiz.de/10009707558