Similar Search Results

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 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

Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten

Alexander, Volbert; Kugler, Peter; Streissler, Erich; … - 1998

Die Beiträge des Bandes befassen sich mit den Mechanismen der Preisbildung auf den Finanz- und Devisenmärkten. Besonderes Interesse gilt der Rolle von Spekulation und Arbitrage und der sich daraus ergebenden Volatilität der Finanzmarktpreise. -- Der Beitrag von E. W. Streissler hat die...

Persistent link: https://www.econbiz.de/10014493204

The short-run impact of interest rates on exchange rates: Results for the Swiss franc against the euro and US dollar from daily data 2001-2011

Kugler, Peter - 2020

This paper provides an econometric analysis of the short-run impact of interest rates on the Swiss franc exchange rate covering the period January 2001 to June 2011 using daily data. Our model includes both the exchange rate of the Swiss franc against euro and dollar and uses the plausible...

Persistent link: https://www.econbiz.de/10012614644