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Revisions to the Federal Reserve Dollar Indexes
von Beschwitz, Bastian - 2020
Persistent link: https://www.econbiz.de/10012850375
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Exchange rate index update for Austria shows lower effective appreciation than previously measured
Glauninger, Ursula; Url, Thomas; Vondra, Klaus - In: Monetary policy & the economy : quarterly review of … (2021) 4, pp. 13-41
Persistent link: https://www.econbiz.de/10013198788
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GARCH option pricing and implied FX volatility indices
Venter, Pierre J.; Maré, E. - In: Journal for studies in economics and econometrics : SEE 45 (2021) 1, pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
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Dollar Index Adjusted Stock Indices
Jalbert, Terrance - 2014
study develops the first known currency adjusted stock index. This paper extends the literature by utilizing a better … the stock index level explain most wealth changes. However, changes in currency value explain as much as 14.9 percent of …
Persistent link: https://www.econbiz.de/10013060157
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Currencies, commodities and consumption
Clements, Kenneth W. - 2013
alternatives to PPP. Firstly, the so-called 'Big Mac Index' which uses hamburger prices as a standard of measurement and secondly …
Persistent link: https://www.econbiz.de/10009778661
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Money's causal role in exchange rate : do divisia monetary aggregates explain more?
Ghosh, Taniya; Bhadury, Soumya - In: International review of economics & finance : IREF 57 (2018), pp. 402-417
Persistent link: https://www.econbiz.de/10012033885
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Money's causal role in exchange rate : do divisia monetary aggregates explain more?
Ghosh, Taniya; Bhadury, Soumya - 2018
Persistent link: https://www.econbiz.de/10011810033
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A new index of debt sustainability
Blanchard, Olivier; Das, Mitali - 2017
Persistent link: https://www.econbiz.de/10011782817
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The impact of bitcoin on gold, the volatility index (VIX), and dollar index (USDX) : analysis based on VAR, SVAR, and wavelet coherence
Aliu, Florin; Asllani, Alban; Hašková, Simona - In: Studies in economics and finance 41 (2024) 1, pp. 64-87
Persistent link: https://www.econbiz.de/10014467188