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Policy words and policy deeds : the ECB and the euro

Siklos, Pierre L.; Bohl, Martin T. - In: International journal of finance & economics : IJFE 13 (2008) 3, pp. 247-265

Persistent link: https://www.econbiz.de/10003744645

The high-frequency response of the EUR-US Dollar exchange rate to EBC monetary policy announcements

Conrad, Christian A. (contributor); … - 2007

We investigate the impact of the European Central Bank's monetary policy announcements on the level and volatility of …

Persistent link: https://www.econbiz.de/10003763600

Asymmetric news effects on exchange rate volatility

Laakkonen, Helinä - 2008

Persistent link: https://www.econbiz.de/10003773704

The volatility of the euro/dollar exchange rate : empirical evidence and policy implications

Tronzano, Marco - In: Economia internazionale 61 (2008) 2/3, pp. 569-596

Persistent link: https://www.econbiz.de/10003775151

Strong comovements of exchange rates : theoretical and empirical cases when currencies become the same asset

Kühl, Michael (contributor) - 2008

The aim of this paper is to detect periods in which two currencies can be classified as being theʺsameʺ asset. Two currencies can be treated as the same asset if their exchange rates vis-`a-vis the same base currency are cointegrated with a cointegration vector that is consistent with the...