Similar Search Results - EconBiz

Back to gold : sterling in 1925

Gerlach, Stefan; Kugler, Peter - 2015

Expectations of Sterling returning to Gold have been disregarded in empirical work on the US dollar - Sterling exchange rate in the early 1920s. We incorporate such considerations in a PPP model of the exchange rate, letting the probability of a return to gold follow a logistic function. We draw...

Persistent link: https://www.econbiz.de/10011336495

The term structure of Euro interest rates and rational expectations

Kugler, Peter - In: Journal of international money and finance 9 (1990) 2, pp. 234-244

Persistent link: https://www.econbiz.de/10001088809

Sources of exchange rate fluctuations : Some empirical evidence

Kugler, Peter - 1981

Persistent link: https://www.econbiz.de/10000039941

Exchange rates : a review essay

Gerlach, Stefan - In: Journal of monetary economics 19 (1987) 1, pp. 137-142

Persistent link: https://www.econbiz.de/10001016490

Adjustable pegs vs. single currencies : how valuable is the option to realign?

Gerlach, Stefan - In: European economic review : EER 39 (1995) 6, pp. 1155-1170

Persistent link: https://www.econbiz.de/10001186222

Fundamentals and the dollar-DM rate

Gerlach, Stefan - In: The economics of the dollar cycle, (pp. 152-172). 1990

Persistent link: https://www.econbiz.de/10001276518

World business cycles under fixed and floating exchange rates : some empirical results based on spectral methods

Gerlach, Stefan - 1984

Persistent link: https://www.econbiz.de/10014387725

Chaos, ARCH and the foreign exchange market : empirical results from weekly data

Kugler, Peter; Lenz, Carlos - 1990 - Rev

Persistent link: https://www.econbiz.de/10000810456

Nonlinear dynamics of spot and forward exchange rates : an application of a seminonparametric estimation procedure

Hsu, Chiente - 1994

Persistent link: https://www.econbiz.de/10000902659

The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model

Kugler, Peter - 1992

Persistent link: https://www.econbiz.de/10000856746

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