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Macro wine in financial skins: the Oil-FX interdependence
Weber, Enzo - 2008
This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing on long-run macroeconomic linkages like the bulk of the relevant literature takes a financial markets perspective using daily data. The fast-running simultaneousimpacts are...
Persistent link: https://www.econbiz.de/10010263739
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Macro Wine in Financial Skins: The Oil-FX Interdependence
Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing on long-run macroeconomic linkages like the bulk of the relevant literature, the present approach takes a financial markets perspective using daily data. The fast-running...
Persistent link: https://www.econbiz.de/10005652758
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Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
Matros, Philipp; Weber, Enzo - Wirtschaftswissenschaftliche Fakultät, Universität … - 2010
bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the …
Persistent link: https://www.econbiz.de/10008764303
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Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
Matros, Philipp; Weber, Enzo - Institut für Ost- und Südosteuropaforschung (IOS) - 2011
bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the …
Persistent link: https://www.econbiz.de/10008854244
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Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp; Weber, Enzo - 2011
bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the …
Persistent link: https://www.econbiz.de/10010281908
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Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp; Weber, Enzo - 2011
bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the … ; Monetary Policy Rules ; Cointegration ; Vector-Error Correction Model …
Persistent link: https://www.econbiz.de/10009511974
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Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
Matros, Philipp - 2011
bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the …
Persistent link: https://www.econbiz.de/10013124253
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What happened to the transatlantic capital market relations?
Weber, Enzo - 2007
European and US government bond yields. Since the mid-1990s though, cointegration can only be achieved additionally considering …
Persistent link: https://www.econbiz.de/10010263680
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Economic integration and the foreign exchange
Weber, Enzo - 2007
This paper demonstrates effects of economic convergence processes on the foreign exchange behaviour in a monetary modelling approach. Since the exchange rate represents the relative price of two currencies, commonness of stochastic trends between the fundamental determinants of supply and demand...
Persistent link: https://www.econbiz.de/10010263691
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What Happened to the Transatlantic Capital Market Relations?
Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
European and US government bond yields. Since the mid-1990s though, cointegration can only be achieved additionally considering …
Persistent link: https://www.econbiz.de/10005784854