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institution:"Federal Reserve Bank of St. Louis"
~institution:"Centre d'études prospectives et d'informations internationales (CEPII)"
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Centre d'études prospectives et d'informations internationales (CEPII)
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138
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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RePEc
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1
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Neely, Christopher
;
Lahaye, Jerome
-
Federal Reserve Bank of St. Louis
-
2014
We investigate the role of jumps in transmitting volatility between foreign exchange markets (Engle, Ito, and Lin, 1990; Melvin and Peiers Melvin, 2003; Cai, Howorka, and Wongswan, 2008). We show that recently developed estimators have very different implications for the impact of jumps on exchange rate...
Persistent link: https://www.econbiz.de/10010951615
Saved in:
2
The Impact of Yuan Internationalization on the Euro-Dollar Exchange Rate
Bénassy-Quéré, Agnès
;
Forouheshfar, Yeganeh
-
Centre d'études prospectives et d'informations …
-
2013
We study the implication of a multipolarization of the international monetary system on cross-currency volatility. More specifically, we analyze whether the internationalization of the yuan could modify the impact of asset supply and trade shocks on the euro-dollar exchange rate, within a...
Persistent link: https://www.econbiz.de/10010827775
Saved in:
3
The Euro and the Intensive and Extensive Margins of Trade: Evidence from French Firm Level Data
Berthou, Antoine
;
Fontagné, Lionel
-
Centre d'études prospectives et d'informations …
-
2008
We improve the study of the effects of a Currency Union on trade. Using data on French exports at the firm level, we compute an intensive and extensive margins of French exports - with a variety dimension - over the period 1998-2003. Estimation results indicate that nominal exchange rate...
Persistent link: https://www.econbiz.de/10005607323
Saved in:
4
The Euro Effects on the Firm and Product-Level Trade Margins: Evidence from France
Berthou, Antoine
;
Fontagné, Lionel
-
Centre d'études prospectives et d'informations …
-
2008
We investigate the effects of the euro on French exporters. We build three margins corresponding to the decision of exporting, the number of products exported to each destination, and the average value of exports by product, that compose the expected value of exports of each individual firm on a...
Persistent link: https://www.econbiz.de/10005062881
Saved in:
5
Greece and the Euro
Poole, William
-
Federal Reserve Bank of St. Louis
-
2007
Global Interdependence Center, Annual Black Tie Gala in Celebration of Greece, Philadelphia, Penn., July 25, 2007
Persistent link: https://www.econbiz.de/10011185467
Saved in:
6
Greece and the Euro
Poole, William
-
Federal Reserve Bank of St. Louis
-
2007
Global Interdependence Center, Annual Black Tie Gala in Celebration of Greece, Philadelphia, Penn., July 25, 2007
Persistent link: https://www.econbiz.de/10005526220
Saved in:
7
Costs and Benefits of Euro Membership: a Counterfactual Analysis
Dubois, Emmanuel
;
Hericourt, Jérôme
;
Mignon, Valérie
-
Centre d'études prospectives et d'informations …
-
2007
Persistent link: https://www.econbiz.de/10005406595
Saved in:
8
A Dynamic Perspective for the Reform of the Stability and Growth Pact
Deubner, Christian
-
Centre d'études prospectives et d'informations …
-
2006
Persistent link: https://www.econbiz.de/10005607344
Saved in:
9
China and the Relationship Between the Oil Price and the Dollar
Bénassy-Quéré, Agnès
;
Mignon, Valérie
;
Penot, Alexis
-
Centre d'études prospectives et d'informations …
-
2005
Persistent link: https://www.econbiz.de/10005406602
Saved in:
10
The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity
Beine, Michel
;
Bénassy-Quéré, Agnès
;
Dauchy, Estelle
; …
-
Centre d'études prospectives et d'informations …
-
2002
Persistent link: https://www.econbiz.de/10005243463
Saved in:
11
The euro: engine for prosperity
Poole, William
-
Federal Reserve Bank of St. Louis
-
2001
Presentation to the European Banking & Financial Forum 2001, Czech National Bank Congress Center, Prague - March 27, 2001
Persistent link: https://www.econbiz.de/10011185112
Saved in:
12
The euro: engine for prosperity
Poole, William
-
Federal Reserve Bank of St. Louis
-
2001
Presentation to the European Banking & Financial Forum 2001, Czech National Bank Congress Center, Prague - March 27, 2001
Persistent link: https://www.econbiz.de/10005420462
Saved in:
13
Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate
Rzepkowski, Bronka
-
Centre d'études prospectives et d'informations …
-
2001
Persistent link: https://www.econbiz.de/10005406541
Saved in:
14
MARMOTTE : a Multinational Model
CEPII
;
CEPREMAP
-
Centre d'études prospectives et d'informations …
-
2001
Persistent link: https://www.econbiz.de/10004990381
Saved in:
15
The First Year of EMU
Allemand, Forum Franco
-
Centre d'études prospectives et d'informations …
-
2000
Persistent link: https://www.econbiz.de/10005243456
Saved in:
16
Pegging the CEECs Currencies to the Euro
Bénassy-Quéré, Agnès
;
Lahrèche-Revil, Amina
-
Centre d'études prospectives et d'informations …
-
1998
Persistent link: https://www.econbiz.de/10005243448
Saved in:
17
EMU and Transatlantic Exchange Rate Stability
Bénassy-Quéré, Agnès
;
Mojon, Benoît
-
Centre d'études prospectives et d'informations …
-
1998
Persistent link: https://www.econbiz.de/10005243466
Saved in:
18
The International Role of the Euro
Bénassy-Quéré, Agnès
;
Mojon, Benoît
;
Schor, …
-
Centre d'études prospectives et d'informations …
-
1998
Persistent link: https://www.econbiz.de/10005062820
Saved in:
19
The Exchange Rate Policy of the Euro: a Matter of Size?
Martin, Philippe
-
Centre d'études prospectives et d'informations …
-
1997
Persistent link: https://www.econbiz.de/10005607294
Saved in:
20
Why the Euro will be Strong: an Approach Based on Equilibrium Exchange Rates
Aglietta, Michel
;
Baulant, Camille
;
Coudert, Virginie
-
Centre d'études prospectives et d'informations …
-
1997
Persistent link: https://www.econbiz.de/10005607338
Saved in:
21
The Euro and Exchange Rate Stability
Bénassy-Quéré, Agnès
;
Mojon, Benoît
;
Pisani-Ferry, Jean
-
Centre d'études prospectives et d'informations …
-
1997
Persistent link: https://www.econbiz.de/10005243470
Saved in:
22
Potentialities and Opportunities of the Euro as an International Currency
Bénassy-Quéré, Agnès
-
Centre d'études prospectives et d'informations …
-
1996
Persistent link: https://www.econbiz.de/10005406570
Saved in:
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