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Nowcasting of Short-Run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-Varying Parameters

Yemba, Boniface; Otunuga, Olesegun Michael; Tang, Biyan; … - 2022

This paper nowcasts the Euro-Dollar short-run exchange rate by using a MF-TVP-FAVAR model.We adopt a flexible modelling …

Persistent link: https://www.econbiz.de/10014239096

Informationsgewinnung aus Optionspreisen : Eine empirische Analyse des US-Dollar/Euro-Wechselkurses

Locht, Nicole van de - 2009

empirisch beobachtete Abweichung von der ungedeckten Zinsparität beim US-Dollar/Euro-Wechselkurs erklären kann. Außerdem …

Persistent link: https://www.econbiz.de/10014015223

Evolution of Dollar/Euro Exchange Rate Before and after the Birth of Euro and Policy Implications

Heng, Chen; Fausten, Dietrich; Wong, Wing-Keung - 2006

One possible consequence of the establishment of the Euro is a challenge to the hegemony of the US dollar as the … presence of large shocks opens a window of opportunity for the Euro to promote systemic stability. The present study pursues … Dollar/Euro exchange rate and economic fundamentals in the context of a monetary exchange rate model. Identification of the …

Persistent link: https://www.econbiz.de/10014056420

Currency factors

Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064

Persistent link: https://www.econbiz.de/10013369016

Contagion Effect of Dollar and Euro on the Indian Stock Market

G., Raju - 2012

The study investigates the interactions between changes in the exchange value of Indian rupee for dollar and euro, and … years. Sensitivity of dollar and euro is computed using Adler and Dumas (1984) model, along with impulse response function …

Persistent link: https://www.econbiz.de/10013098268

Informationsgewinnung aus Optionspreisen : eine empirische Analyse des US-Dollar/Euro-Wechselkurses

Locht, Nicole van de - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003823547

Forecast combination for US recessions with real-time data

Pauwels, Laurent; Vasnev, Andrey - In: The North American journal of economics and finance : a … 28 (2014), pp. 138-148

Persistent link: https://www.econbiz.de/10010461164

Predicting US recessions with dynamic binary response models

Kauppi, Heikki; Saikkonen, Pentti - In: The review of economics and statistics 90 (2008) 4, pp. 777-791

Persistent link: https://www.econbiz.de/10003772088

The continuing power of the yield spread in forecasting recessions

Croushore, Dean Darrell; Marsten, Katherine - 2014

Persistent link: https://www.econbiz.de/10010344916

What predicts U.S. recessions?

Liu, Weiling; Mönch, Emanuel - 2014

We reassess the predictability of U.S. recessions at horizons from three months to two years ahead for a large number of previously proposed leading-indicator variables. We employ an efficient probit estimator for partially missing data and assess relative model performance based on the receiver...

Persistent link: https://www.econbiz.de/10010404520