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The impact of CHF/EUR exchange rate uncertainty on swiss exports to the Eurozone : evidence from a threshold VAR1
Loermann, Julius Ferdinand - 2018
over-the-counter option data and analyses its impact on exports. First, risk-neutral option-implied probability density … functions are estimated and corrected for risk aversion. Second, the standard deviations of the densities are purged from … uncertainty spillovers from the Eurozone. The resulting time series serves as a forwardlooking measure of exchange rate …
Persistent link: https://www.econbiz.de/10011946988
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2022
Persistent link: https://www.econbiz.de/10013262620
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - In: Review of international economics 31 (2023) 1, pp. 274-304
Persistent link: https://www.econbiz.de/10014278132
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Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018
Persistent link: https://www.econbiz.de/10011871462
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Modelling volatillity and its implication for European economic integration
Hall, Stephen G. - In: New directions in macromodelling, (pp. 1-19). 2004
Persistent link: https://www.econbiz.de/10002717301
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Global risk and the dollar
Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021
Persistent link: https://www.econbiz.de/10012543257
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Persistent link: https://www.econbiz.de/10002977273
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Main description: Der Autor untersucht, ob sich im Zeitablauf trendmäßige Entwicklungen, insbesondere ein signifikanter Anstieg der Wechselkursvolatilität feststellen lassen, und wieweit diese durch das gewählte Wechselkursregime beeinflusst werden. Im Gegensatz zu bisherigen Arbeiten liegt...
Persistent link: https://www.econbiz.de/10012220829
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
: aggregate supply shocks, aggregate spending shocks, and monetary shocks. Applying a structural VAR to data for the eurozone and …
Persistent link: https://www.econbiz.de/10011473872
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
Persistent link: https://www.econbiz.de/10001584428