strategy tailored to its own domestic fundamentals; and by abolishing it to join the euro she has paid a cost in the form of a …

exchange rate determination based on economic fundamentals, and then, construct an empirical model revealing both long …-integrated with the fundamentals suggested by economics theory. Besides, short-run deviations from the fundamental-based equilibrium …

exchange rates to economic fundamentals like the relative competitiveness of the Swiss export sector, accumulated current …

technology fundamentals. Negative volatility-price dependence arises if the market dynamics is accounted for by common shocks … underlying preference and technology fundamentals. Negative volatility-price dependence arises if the market dynamics is … - demand and supply. These are in turn responsive to changes in technol- ogy and preference fundamentals, such as the demand …

extracted yield curve components have long-term prediction power for macroeconomic fundamentals. … macroeconomic fundamentals. Key words: Term Structure Modelling; Yield Curve Risk; Stochastic Volatility; Factor Models …; Macroeconomic Fundamentals JEL classification: C5, E4, G1 1 Introduction Much research in financial economics has been devoted to …

strategy tailored to its own domestic fundamentals; and by abolishing it to join the euro she has paid a cost in the form of a …

exchange rates to economic fundamentals like the relative competitiveness of the Swiss export sector, accumulated current …

with the opinions expressed at the conference we decide to revise the fundamentals of the theory. So, there were settled …/national areas, micro/macro levels and socio/economic approaches. The revised fundamentals are based on a more structured view, able …

This article aims at characterizing the daily price fundamentals of European Union Allowances (EUAs) traded since 2005 … allocation allow to isolate distinct fundamentals evolv- ing overtime. The results extend previous literature by showing that …