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An empirical investigation into the causes of deviations from covered interest parity across the Tasman

Moosa, Imad A. - In: New Zealand economic papers 30 (1996) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10001231715

The long-run and short-run effects of exchange-rate volatility on exports : the case of Australia and New Zealand

Arize, Augustine Chuck - In: Journal of economics and finance 22 (1998) 2, pp. 43-56

Persistent link: https://www.econbiz.de/10001254477

Exchange rate volatility and currency union : some theory and New Zealand evidence

Scrimgeour, Dean - 2001

Persistent link: https://www.econbiz.de/10001624226

Exchange rate volatility and currency union : New Zealand evidence

Scrimgeour, Dean - In: Journal of policy modeling : JPMOD ; a social science … 24 (2002) 7/8, pp. 739-749

Persistent link: https://www.econbiz.de/10001718404

Exchange Rate Volatility and Currency Union : Some Theory and New Zealand Evidence

Scrimgeour, Dean - 2002

exchange rate series for the scenarios of currency union with Australia or with the United States from 1985 to 2001. We cannot … the United States or Australia. By contrast, cyclical variability in the New Zealand exchange rate has been greater over … the last sixteen years than it would have been in a currency union with either Australia or the United States …

Persistent link: https://www.econbiz.de/10014112455

Exchange rate volatility and choice of anchor currency : prospects for a Melanesian currency union

Lahari, Willie - 2011

: Australia, New Zealand, USA and Japan. The main findings showed that both short-term and cyclical exchange rate volatility are … generally lower in a currency union with either Australia or New Zealand. However, the results vary under varying weights and …

Persistent link: https://www.econbiz.de/10009409641

Forecasting exchange rates with commodity convenience yields

Beutler, Toni - 2012 - First draft: June 2012, This draft: September 2012

This paper investigates whether commodity convenience yields - the yields that accrue to the holders of physical commodities - can predict the exchange rate of commodity-exporters' currencies. Predictability is a consequence of the fact that i) convenience yields are useful predictors for...

Persistent link: https://www.econbiz.de/10009703006

Multivariate stochastic volatility models : Bayesian estimation and model comparison

Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2/3, pp. 361-384

Persistent link: https://www.econbiz.de/10003355796

Exchange rate volatility effects on export competitiveness : Romanian case

Gherman, Anca; S̜tefan, George; Filip, Adriana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 39-50

Persistent link: https://www.econbiz.de/10010190850

Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand

Choudhry, Taufiq - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 607-619

Persistent link: https://www.econbiz.de/10003776785