Are exchange rates really free from seasonality? An exploratory analysis on monthly time series

This article questions the assumption that exchange rates are non-seasonal and provides selected evidence of monthly time series of exchange rates in which significant seasonal components are present. However, the seasonal component appears to be absent in more recent data. Tentative explanations are suggested.

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Year of publication:	2011-05-11
Authors:	Cellini, Roberto ; Cuccia, Tiziana
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Seasonality \| Exchange rates

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C22 - Time-Series Models ; F31 - Foreign Exchange
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009018262