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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns

Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023

We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...

Persistent link: https://www.econbiz.de/10014305726

Rethinking exchange rate regimes

Ilzetzki, Ethan; Reinhart, Carmen M.; Rogoff, Kenneth S. - In: Handbook of international economics: international …, (pp. 91-145). 2022

Persistent link: https://www.econbiz.de/10014310673

How did the oil price affect Japanese yen and other currencies? : fresh insights from the COVID-19 pandemic

Li, Kaifeng; Devpura, Neluka; Cheng, Sijia - In: Pacific-Basin finance journal 75 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013552650

Bitcoin sentiment index, Bitcoin performance and US Dollar exchange rate

Rajput, Suresh Kumar Oad; Soomro, Ishfaque Ahmed; … - In: The journal of behavioral finance : a publication of … 23 (2022) 2, pp. 150-165

Persistent link: https://www.econbiz.de/10013352989

Reserve currency and the volatility of clean energy stocks : the role of uncertainty

Kocaarslan, Baris; Soytaş, Uǧur - In: Energy economics 104 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013364384

Determination of Equilibrium Exchange Rate Rupiah Against US Dollar and its Volatility : Application of Asset Approach

Mandeij, Dennij - 2021

The prevailing exchange rate and its volatility has been always an important issue in an open economy and freely … volatility become a crucial variable that must be taken into account by all economic actors. This paper aims to describe the … influence its volatility. The analysis method used is the applied method based on the theory of Uncovered Interest Parity (UIP …

Persistent link: https://www.econbiz.de/10013237642

Aggregate Trading Behaviour of Technical Models and the Yen/Dollar Exchange Rate 1976-2007

Schulmeister, Stephan - 2010

The study analyses the interaction between the trading behaviour of 1,024 moving average and momentum models and the fluctuations of the yen-dollar exchange rate. I show first that these models would have exploited exchange rate trends quite profitably between 1976 and 2007. I then show that the...

Persistent link: https://www.econbiz.de/10013135725

The interdependence of gold, US dollar and stock market in the context of COVID-19 pandemic : an insight into analysis in Asia and Europe

Oanh Kim Thi Tran; Ha Nguyen - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

Using the panel data vector autoregression (PVAR) model, this study examines the correlation between the stock market, gold price and USD exchange rate in the context of the COVID-19 pandemic in 55 Asian and 32 European countries from 11 March 2021 to 29 October 2021. The results of Granger...

Persistent link: https://www.econbiz.de/10014500215

Nonlinear responses of crude oil prices to the US dollar exchange rates : the role of inventories

Hu, Zhepeng; Yan, Lei - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1491-1510

Persistent link: https://www.econbiz.de/10014519860

The effect of the US dollar exchange rate on oil prices : an oil financialization perspective

Wang, Panpan; Liu, Xiaoxing; Ho, Tsungwu; Li, Yishi - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1301-1317

Persistent link: https://www.econbiz.de/10014532662