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The impact of monetary and commodity fundamentals, macro news and central bank communication on the exchange rate : evidence from South Africa
Égert, Balázs - In: Open economies review 21 (2010) 5, pp. 655-677
Persistent link: https://www.econbiz.de/10009242555
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The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate : Evidence from South Africa
Égert, Balázs - 2009
This paper studies drivers of high-frequency (daily) dynamics of the South African rand vis-à-vis the dollar from January 2001 to July 2007. We find strong nonlinear effects of commodity prices, perceived country and emerging market risk premium and changes in the dollar-euro exchange rate on...
Persistent link: https://www.econbiz.de/10012444574
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Modelling stock returns in the G-7 and in selected CEE economies : a non-linear GARCH approach
Égert, Balázs (contributor); Koubaa, Yosra (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002534418
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Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe : just another blur project?
Égert, Balázs (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003101636
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Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe : just another blur project?
Égert, Balázs (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003108942
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Exchange rate regimes, foreign exchange volatility and export performance in Central and Easterm Europe
Égert, Balázs; Morales Zumaquero, Amalia - In: Focus on European economic integration (2005) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003084675
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Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe : just another blur project?
Égert, Balázs; Morales Zumaquero, Amalia - 2005
Persistent link: https://www.econbiz.de/10003009440
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Foreign exchange interventions in Croatia and Turkey : should we give a damn?
Égert, Balázs (contributor); Lang, Maroje (contributor) - 2005
Persistent link: https://www.econbiz.de/10002993755
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Asymmetric fluctuation bands in ERM and ERM-II : lessons from the past and future challenges for EU acceding countries
Égert, Balázs (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001911341