Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates [PDF]
, 2009 The aim of this paper is to discuss excess comovements for the Euro/US dollar and British pound/US dollar exchange rates, i.e. we look for comovements of exchange rates which are stronger than implied by fundamentals.
Kühl, Michael
core +2 more sources
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
Journal of Futures Markets, Volume 46, Issue 4, Page 754-772, April 2026.ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
Exchange Rate Regimes, Trade, and the Wage Comovements [PDF]
The introduction of exchange rate regimes into the standard Ricardian model of trade implies stronger positive nominal wage comovements between trading countries that fix their bilateral exchange rates.
Jiaren Pang +2 more
core
Emerging markets equities' response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era. [PDF]
Heliyon, 2023 Agyei SK.
europepmc +1 more source
The impact of the euro on equity markets: a country and sector decomposition [PDF]
This paper investigates whether comovements between euro area equity returns at national and industry level have changed after the introduction of the euro.
Cappiello, Lorenzo +2 more
core
COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. [PDF]
Financ Res Lett, 2023 Xie Q, Cheng L, Liu R, Zheng X, Li J.
europepmc +1 more source
International Stock Markets Comovements: the Role of Economic and Financial Integration [PDF]
In this paper the contributions of economic and financial integration to international stock markets comovements are investigated by means of a large scale macroeconometric model, set in the factor vector autoregressive framework (FVAR).
Claudio Morana
core
Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies. [PDF]
Heliyon, 2021 Owusu Junior P +5 more
europepmc +1 more source
Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests [PDF]
This paper examines the relationships between the Russian and other Central European (CE) and developed countries’ equity markets over the 1995-2004 period.
M. Lucey, Brian, Voronkova, Svitlana
core