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die jüngste Aufwertung des Euro gegenüber dem US-Dollar hat deutlich vor Augen geführt, wie negativ sich unerwartete …
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This study inspects if there is greater convergence with Germany amongst the Eurozone founding members and if their …
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Using two examples we have shown that large fluctuations in real exchange rates cannot normally be attributed to "overshooting" in the Dornbusch sense. We proposed to use the interest differential between to countries as a direct and reliable measure of the extend of overshooting. Observing that...
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Die Schweiz ist in den vergangenen Monaten durch die drastische Aufwertung des Schweizer Franken gegenüber dem Euro … Franken zum Euro. Mit einer Untergrenze von 1,20 Franken je Euro soll der nach Ansicht der SNB »massiven Überbewertung« der … sein wird. Deshalb wäre es eine Illusion zu glauben, die Schwierigkeiten, in welche die Eurozone durch ihre aktuelle Krise …
Persistent link: https://www.econbiz.de/10011693252
euro area (EA) countries. Using a class of nonlinear smooth transition models, the author tests for asymmetry with respect …
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obtained from discrete time models by comparing them with high-frequency ex post estimates (e.g. realised volatility) based on … illustration provides an example of where an explanatory model outperforms realised volatility ex post. …
Persistent link: https://www.econbiz.de/10010332964
examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … were used to examine the degree or severity of volatility based on the first difference, standard deviation and coefficient … of deviation estimated volatility series for the nominal and real exchange rate of naira vis-a-vis the U.S dollar. The …
Persistent link: https://www.econbiz.de/10011482561