econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …

explain the dynamics of the euro/dollar exchange rate between January 1995 and December 2008. Besides, the model highlights …

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic … with extreme economic episodes and, to a lower extend, with appreciations of the US dollar. Moreover, the euro (Deutsche …

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 …

This paper test for causality between the US Dollar-Euro exchange rate and US-EMU bond yield differentials. To that end …

In this paper we have applied two approaches to the study of the dollar real exchange rate in relation with the Euro … seven developed countries, four of them Euro-area members. Second, we aggregate the European variables and estimate a model … for the Euro-dollar real exchange rate using time series techniques. After identification and model selection, the same …

exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro … among fundamentals and exchange rates since the breakdown of Bretton Woods. Second, there are no recurring regimes, i ….e. across different regimes either the coefficient values for the same fundamentals differ or the significance differs. Third …

function of a sample of exchange rate forecasters is asymmetric in the forecast error. Using forecasts of the euro …

cointegration vector that is consistent with the triangular arbitrage condition. In a first step, it is theoretically derived under … which conditions,with respect to the process of the fundamentals, the exchange rates are cointegrated. The empirical results … yield that periods of strong comovements of the US dollar and Pound sterling based upon the Euro prevail during the 1990s …