Results 331 to 340 of about 15,697,759 (397)

Exchange Rates as Exchange Rate Common Factors [PDF]

SSRN Electronic Journal, 2012
Factor analysis performed on a panel of 23 nominal exchange rates from January 1999 to December 2010 yields three common factors. This paper identifies the euro/dollar, Swiss- franc/dollar and yen/dollar exchange rates as empirical counterparts to these common factors.
Ryan Greenaway-McGrevy, Nelson C. Mark, Donggyu Sul, Jyh-Lin Wu   +3 more
openaire   +3 more sources

Some of the next articles are maybe not open access.

Related searches:

Exchange rate pass‐through, exchange rate disconnect and exchange rate regimes

Applied Economics Letters, 2010
This article investigates the degree of Exchange Rate Pass-Through (ERPT) into import prices for the Hellenic economy, during its post-Bretton Woods and pre-European Monetary Union (pre-EMU) era 1975–1998. Using multivariate cointegration techniques, we provide empirical evidence for complete long-run and incomplete short-run ERPT coefficients.
Theodoros V. Stamatopoulos, Harilaos F. Harissis   +1 more
openaire   +1 more source

Exchange Rate Reconnect

Review of Economics and Statistics, 2019
It is surprisingly difficult to find economic variables that strongly comove with exchange rates, a phenomenon codified in a large literature as “exchange rate disconnect.” We demonstrate that a variety of common proxies for global risk appetite, which ...
Andrew Lilley, Matteo Maggiori, Brent Neiman, Jesse Schreger   +3 more
semanticscholar   +1 more source

Bond Risk Premia and the Exchange Rate

, 2019
In emerging market economies, currency appreciation goes hand in hand with compressed sovereign bond spreads, even for local currency sovereign bonds. This yield compression comes from a reduction in the credit risk premium.
Boris Hofmann, Ilhyock Shim, H. Shin
semanticscholar   +1 more source

Exchange Rate Regimes and Exchange Rate Exposures

SSRN Electronic Journal, 2001
We analyze the currency exposure of industries, using data for Norway. The Norwegian case is particularly well suited for investigating currency exposure issues, since it is a very open economy, has dollar denominated exports and ECU denominated imports, and has had three official exchange rate policy regimes over the sample period. At first glance, we
Richard Priestley, Bernt Arne Odegaard
openaire   +1 more source

Exchange Rate Management

The Economic Journal, 1993
In the same week that the pound sterling and the Italian lira were forced by speculative pressures to suspend their participation in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS), a study was published which concluded that exchange market intervention was a far more potent instrument for managing exchange rates than the ...
openaire   +1 more source

Automated Exchange Transfusion and Exchange Rate

Pediatrics International, 1989
An automated blood exchange transfusion (BET) with a two‐site technique has been devised by Goldmann et al and by us, using an infusion pump. With this method, we successfully performed exchange transfusions 189 times in the past four years on 110 infants with birth weights ranging from 530 g to 4,000 g.
M, Funato, S, Shimada, H, Tamai, H, Taki, Y, Yoshioka   +4 more
openaire   +2 more sources

Comment on: Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect

Journal of Monetary Economics, 2002
The Devereux–Engel paper addresses two long-standing puzzles in international economics: exchange rate volatility and its disconnect. Solutions to these puzzles have eluded standard macroeconomic models, which typically underpredict the magnitude of exchange rate volatility and predict strong counterfactual relationships between exchange rates and ...
Margarida Duarte, Alan C Stockman
openaire   +1 more source

Exchange Rate Narratives

Leveraging Wall Street Journal news, recent developments in textual analysis, and generative AI, we estimate a narrative decomposition of the dollar exchange rate. Our findings shed light on the connection between economic fundamentals and the exchange rate, as well as on its absence.
Cormun, Vito, Ristolainen, Kim
openaire   +3 more sources

The influence of interest rates on the exchange rate and exchange rate volatility [PDF]

Theoretical and Applied Economics, 2014
The dynamic of interest rates has been the subject of attention by both traders and researchers. We see in what manner different factors that depend on the actions of central banks that influence them by using a GARCH type model and we compare its performance with other models to see what approach explains and predicts the movement of the exchange rate.
Florin MAVRIS, Dumitru-Cristian OANEA
openaire