During the first two years of monetary union, the euro's weakness surprised most market participants. Explanations … proliferated ranging from fundamentals such as differences in growth prospects to psychological factors such as herd behaviour, but … empirical analysis showing that terms-of-trade and saving/investment behaviour seem to have driven the euro exchange rate over …

developments (and particularly, developments in the US dollar/euro exchange rate) may contain information about oil price changes … from the euro area and (c) alternatives to oil invoicing in US dollar are costly. We give evidence that using information … on the US dollar/euro exchange rate (and its determinants) improves oil price forecasts significantly. We discuss …

economic variables determine a given country’s currency bloc affiliation. The dollar bloc differs from the euro bloc in that …

model outperforms multivariate models and seems to be best suited to analyse and forecast the behaviour of the euro …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 …

empirically forecasting the D-mark/dollar parity out of sample. Superior forecast performance holds both over long horizons and …

In this study the relationship between change in US Dollar-Euro exchange rate and short-term market rates (Federal … relationship among the US Dollar-Euro exchange rates, federal funds rate and the three-month Treasury Bill. The results of the … analysis also show that the three-month LIBOR appears to have minimal impact on the volatility of US dollar-Euro exchange rate …