in the empirical analysis consist of daily observations of implied volatilities for OTC options on the euro, Japanese yen …, the results indicate that the euro is the dominant currency, as the implied volatility term structure of the euro is found … to affect all the other volatility term structures, while the term structure of the euro appears to be virtually …

paper compiles the first pilot Euro Area Accounting Matrix (EAAM) and considers its usefulness for the euro area’s economic …

The aim of this paper is to improve our understanding of the key determinants of intra- and extra-euro area imports …. Using a simultaneous equation estimation framework, and pooling the data across nine euro area countries as an approximation … of the euro area, we estimate intra- and extra-euro area import demand functions and impose various restrictions within …