Narrow search
Showing 71 - 80 of 631,101
Cover Image
Forecasting realized volatility by decomposition
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338294
Cover Image
Forecasting realized exchange rate volatility by decomposition
Lanne, Markku - In: International journal of forecasting 23 (2007) 2, pp. 307-320
Persistent link: https://www.econbiz.de/10003483823
Cover Image
Zur Qualität professioneller Wechselkursprognosen
Schmidt, Robert - 2003
ihrer Prognosen eine fundamentale Analyse in den Vordergrund, die im spekulativen Umfeld des Devisenmarktes auf kurze bis …
Persistent link: https://www.econbiz.de/10010305747
Cover Image
Should one rely on professional exchange rate forecasts: An empirical analysis of professional forecasts for the €/US-$ rate
Bofinger, Peter; Schmidt, Robert - 2003
The study analyses the characteristics of professional exchange rate forecasts for the €/US-$ rate. The results indicate that the quality of forecasts produced by profes-sional economists is rather poor and incompatible with the rational expectations hy-pothesis. This dismal result is...
Persistent link: https://www.econbiz.de/10010305755
Cover Image
09/11 on the USD/EUR foreign exchange market
Mende, Alexander (contributor) - 2005
We study the relationship between foreign exchange trading activity and volatility on the USD/EUR foreign exchange market on the basis of a unique data set around the events of 09/11/2001. We find that volatility and bid-ask spreads are by far larger at that time, but the shock is not...
Persistent link: https://www.econbiz.de/10002637105
Cover Image
Der Ölpreiseinfluss auf den Euro-Dollar-Kurs unter besonderer Berücksichtigung des Petrodollarkreislaufs
Herring, Dorothee - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003679336
Cover Image
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver; MacDonald, Ronald - 2014
currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro’s prominent role during the euro area sovereign debt crisis. …
Persistent link: https://www.econbiz.de/10010433356
Cover Image
Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008903193
Cover Image
Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and … panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel … estimates. We formally test the forecast performance of pooled vs. heterogeneous estimators over a hold-back period and find …
Persistent link: https://www.econbiz.de/10011374380
Cover Image
Determinants of the Euro Real Effective Exchange Rate : A Beer/Peer Approach
Maeso-Fernandez, Francisco; Osbat, Chiara; Schnatz, Bernd - 2021
This paper presents an empirical analysis of the medium-term determinants of the euro effective exchange rate. The … the euro effective exchange rate. Assessing the existence and the extent of the over- or undervaluation of the exchange … models point unambiguously to the undervaluation of the euro in 2000, although the extent of this undervaluation largely …
Persistent link: https://www.econbiz.de/10013320272