Search Results - subject_exact:"Britisches Pfund"

Forecasting the daily exchange rate of the UK pound sterling against the US dollar

Darvas, Zsolt M.; Schepp, Zoltán - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197874

The United Kingdom, the Sterling Area operations, and reserve management in Nigeria : the politics of the Sterling Guarantee Agreement (1931-1979)

Ezeoha, Abel E.; Onah, Emmanuel; Uche, Chibuike - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015519743

Safe haven currencies : a dependence-switching copula approach

Michelis, Leo; Ning, Cathy Q.; Ponrajah, Jeremey - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052606

Foreign exchange hedging using regime-switching models : the case of pound sterling

Lee, Taehyun; Moutzouris, Ioannis C.; Papapostolou, Nikos C. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015337841

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Foreign exchange hedging using regime-switching models : the case of pound sterling

Lee, Taehyun; Moutzouris, Ioannis C; Papapostolou, Nikos C - 2023

Book / Working Paper

The swift decline of the british pound : evidence from uk trade-invoicing after the brexit vote

Crowley, Meredith A.; Han, Lu; Son, Minkyu - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014525910

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The swift decline of the British pound : evidence from UK trade-invoicing after the Brexit vote

Crowley, Meredith A.; Han, Lu; Son, Minkyu - 2024 - Revised 11 August 2024

Edition: Revised 11 August 2024

Book / Working Paper

Zombie international currency : the pound sterling 1945-1971

Avaro, Maylis - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015453171

From the 1931 sterling devaluation to the breakdown of Bretton Woods : Robert Triffin's analysis of international monetary crises

Maes, Ivo; Pasotti, Ilaria - 2023

Robert Triffin (1911-1993) was one of the main protagonists in the international monetary debates in the postwar period. He became famous with his book Gold and the Dollar Crisis, published in 1960, in which he predicted the end of the Bretton Woods system. In his analysis there, Triffin was...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013549701

Time-variant safe haven currencies

Sato, Ayano; Nakata, Hayato; Percy, Jay - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014535558

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Time-Variant Safe Haven Currencies

Sato, Ayano; Nakata, Hayato; Percy, Jay - 2023

Book / Working Paper

International currency : myths and realities

Eichengreen, Barry - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014507195

Managed decline? : muddling through with the sterling (dis)agreements, 1968-74

De Bromhead, Alan; Jordan, David P.; Kennedy, Francis; … - 2023

How do policy makers manage the decline of an international currency? This paper examines British policy towards the pound sterling's international role in the years 1968-74. Using previously uncited government archival sources, we revisit the view that the 'sterling agreements' of 1968-74,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014338089

The Swiss franc, from 1798 to 2055

Vayenas, Costa - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015561584

Uncovered interest parity, forward guidance, and the exchange rate

Galí, Jordi - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012219751

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Uncovered Interest Parity, Forward Guidance, and the Exchange Rate

Galí, Jordi - 2022

Book / Working Paper

Uncovered Interest Parity, Forward Guidance, and the Exchange Rate

Galí, Jordi - 2020

Book / Working Paper

The monetary union of Australia, New Zealand and the United Kingdom : its operation, fragmentation and break-up

Decker, Frank - 2022

This article examines the monetary arrangements between Australia, New Zealand and the United Kingdom from the 1820s to the 1930s. It is argued that the three countries formed a monetary union for most of this period. A new analysis of inland and London exchange rates demonstrates that the union...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013447598

United Kingdom: Extended-Collateral Long-Term Repo

Fulmer, Sean - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013448608

The Role of Hedgers and Speculators in the Currency Futures Markets

Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - 2022

Kang et al. (2020) find cross-sectional evidence that short- and long-term variation of position changes are driven by liquidity demand of noncommercials and hedging demands of commercials in commodity futures markets. In this paper, we find the commercials' hedging demands drive both short-term...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013403384

Sweetness by the pound : sugar and currency correlations in pre-Brexit UK prices

Cicchetti, Chase Christopher - 2022

In observing British pound spot prices and European sugar import prices over the 2004–2016 period, an unusually strong currency-commodity correlation is detected and statistically validated. This correlation is the result of a single firm dominating European refining, effectively fixing the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013184332

The Brexit vote, inflation and U.K. living standards

Breinlich, Holger; Leromain, Elsa; Novy, Dennis; … - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012820702

Impact of Currency Futures on Spot Rate Volatility in Indian Foreign Exchange Market

Patra, Dr. Govind - 2022

The work aimed going to ascertain the efficacy of the currency futures on cash-market or Spot exchange rates volatility with respect of USD/INR, EURO/INR, GBP/INR & JPY/INR. The daily closing of have been taken from RBI website. Also, the time series data is checked for stationarity using ADF...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014241869

Impact of Currency Futures on Spot Market Volatility in Indian Foreign Exchange Market

Patra, Dr. Govind - 2022

This work is an endeavor to explore the relationship of Lag between future & underlying market, ie. Spot in foreign exchange market of India. Only the USD/INR exchange rate is considered for the study for the presented work. This study is comprised of both analytical and empirical. The daily...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014242180

Real exchange rates over a century: the case of the drachma/sterling rate, 1833 - 1939

Sideris, Dimitrios - 2008

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003718579

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Real exchange rates over a century : the case of the Drachma / Sterling rate, 1833-1939

Sideris, Dimitrios - 2022

Book / Working Paper

No longer a safe haven currency? : a fresh evidence of Japanese Yen under uncertainty

Li, Zheng Zheng; Su, Chi-Wei; Tao, Ran - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014485293

Decoding the digital Pound : are CBDCs friend or foe? : access for yourself

Schumacher, Leon V. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331334

Triffin's analysis of the 1931 sterling devaluation and its importance for the Triffin Dilemma

Maes, Ivo; Pasotti, Ilaria - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014577803

Sterling and the External Balance

Dornbusch, Rudiger; Fischer, Stanley - 2021

This paper analyzes the behavior of the current account and the exchange rate in the British economy during the 1970's, and discusses the outlook, as influenced by the availability of oil revenues, for exchange rate developments during the 1980's.Both trade and exchange rate behavior are...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013226583

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Sterling and the External Balance

Dornbusch, Rudiger - 1979

Book / Working Paper

Assessing the compensation for volatility risk implicit in interest rate derivatives

Fornari, Fabio - 2010

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009267247

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Assessing the Compensation for Volatility Risk Implicit in Interest Rate Derivatives

Fornari, Fabio - 2021

Book / Working Paper

Cross-Dynamics of Volatility Term Structures Implied by Foreign Exchange Options

Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - 2021

This paper examines the cross-dynamics of volatility term structures implied by foreign exchange options. The data used in the empirical analysis consist of daily observations of implied volatilities for OTC options on the euro, Japanese yen, British pound, Swiss franc, and Canadian dollar,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013318310

Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?

Castrén, Olli - 2004

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013434709

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Do Financial Market Variables Show (Symmetric) Indicator Properties Relative to Exchange Rate Returns?

Castrén, Olli - 2021

Book / Working Paper

Sterling'S Past, Dollar'S Future : Historical Perspectives on Reserve Currency Competition

Eichengreen, Barry - 2021

This paper provides an historical perspective on reserve currency competition and on the prospects of the dollar as an international currency. It questions the conventional wisdom that competition for reserve-currency status is a winner-take-all game, showing that several currencies have often...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013222319

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Sterling's Past, Dollar's Future : Historical Perspectives on Reserve Currency Competition

Eichengreen, Barry - 2005

Book / Working Paper

Is Sterling Devaluation the Path to Prosperity?

Mills, John; Jessop, Julian - 2021

John Mills is one of Britain’s most stimulating economic thinkers. Unusually, he has many decades of practical business experience and is also more commonly associated with the political left than the right. It is therefore an immense pleasure to engage with him on some of the most important...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013224282

Currency crisis and unemployment : Sterling in 1931

Eichengreen, Barry - 1998

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013422535

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Currency crisis and unemployment : Sterling in 1931

Eichengreen, Barry - 1998

Book / Working Paper

Currency Crisis and Unemployment : Sterling in 1931

Eichengreen, Barry; Jeanne, Olivier - 2021

Book / Working Paper

Currency Crisis and Unemployment : Sterling in 1931

Eichengreen, Barry - 1998

Book / Working Paper

Forecasting with ARMA models : a case study of the exchange rate between the US Dollar and a unit of the British Pound

Isiaka, Abdulaleem; Isiaka, Abdulqudus; Isiaka, Abdulqadir - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012593861

Breaking badly : the currency union effect on trade

Campbell, Douglas L.; Čencov, Aleksandr - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014332350

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Breaking badly: the currency union effect on trade

Campbell, Douglas L.; Čencov, Aleksandr - 2021

Book / Working Paper

Breaking badly: the currency union effect on trade

Campbell, Douglas L.; Čencov, Aleksandr - 2020

Book / Working Paper

Breaking badly: the currency union effect on trade

Campbell, Douglas L.; Čencov, Aleksandr - 2017

Book / Working Paper

How does international monetary leadership end? : the Sterling Area revisited

De Bromhead, Alan; Jordan, David P.; Kennedy, Francis; … - 2021

How does international monetary leadership end? This paper examines the decline of the Sterling Area between 1945 and 1979 to understand the process of international economic disintegration. Using an original cross-national panel dataset, we conduct survival analysis which systematically...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012496627

Zombie international currency : the Pound Sterling 1945-1973

Avaro, Maylis - 2020 - Preliminary version

This paper provides new evidence on the decline of sterling as an international currency, focusing on its role as foreign exchange reserve asset under the Bretton Woods era. Using a unique new dataset on the composition of foreign exchange reserves of central banks, I show that the shift away...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012171275

Spillover shifts in the FX market : implication for the behavior of a safe haven currency

Kim, Young Min; Lee, Seojin - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014309935

Sterling's farewell symphony : the end of the Sterling Area revisited

De Bromhead, Alan; Jordan, David P.; Kennedy, Francis; … - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014310150

Modern Monetary Theory, the United Kingdom, and pound sterling

Harvey, John Terence - 2023

Among the many dire warnings from opponents of Modern Monetary Theory (MMT) is that MMT-inspired policies will cause the value of the domestic currency collapse. However, as is the case with other attacks on MMT, this argument is based on economic models that do not reflect the realities of the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014330317

Surplus transfers from british colonial Malaya

Khor, Martin; Jomo Kwame Sundaram - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014230788

Vehicle currency pricing and exchange rate pass-through

Chen, Natalie; Chung, Wanyu; Novy, Dennis - 2019

Using detailed firm-level transactions data for UK imports, we find that invoicing in a vehicle currency is pervasive, with more than half of transactions in our sample invoiced in neither sterling nor the exporter's currency. We then study the relationship between invoicing currency choices and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012029070

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Vehicle currency pricing and exchange rate pass-through

Chen, Natalie; Chung, Wanyu; Novy, Dennis - 2019

Book / Working Paper

The currency composition of international reserves, demand for international reserves, and global safe assets

Aizenman, Joshua; Cheung, Yin-Wong; Qian, Xingwang - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012392312

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The currency composition of international reserves, demand for international reserves, and global safe assets

Aizenman, Joshua; Cheung, Yin-Wong; Qian, Xingwang - 2019

Book / Working Paper

The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets

Aizenman, Joshua - 2019

Book / Working Paper

The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets

Aizenman, Joshua - 2019

Book / Working Paper

Analysis of Nigerian Naira Exchange Rates against US Dollar, British Pounds, and Euro Currency Using Mean Reverting Model

Nwafor, Joy C.; Osu, Bright O.; Uchendu, Kingsley - 2022

This work is aim at analyzing Nigerian Naira exchange rate against American Dollar, British Pounds, and the Euro currency. Monthly average exchange rates from May 2015 to April 2020 were used for the study. Augmented Dickey-Fuller was used to determine the presence of mean reversion in the data....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013291909

How Sensitive Are Britain’s Inpayments and Outpayments to the Value of the British Pound

Bahmani‐Oskooee, Mohsen; Economidou, Clarie; Goswami, … - 2022

Purpose – To avoid aggregation bias by using trade data at bilateral level so that we can determine how sensitive are Britain’s inpayments and outpayments to the value of the British pound.Design/methodology/approach – The method is based on the bounds testing approach to cointegration and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013292724

Pound Sterling depreciation and the UK's trade balance versus the USA's : industry-level estimates

Gobbi, Lucio; Lucarelli, Stefano - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013391949

The politics of decimalisation in the UK : Britain's other D-Day

Cook, Andy - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012705403

Sterling and the stability of the international monetary system, 1944-1971

Naef, Alain - 2018

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012387009

Institutional effects: studies from the sterling area in the 1950s-60s

Kennedy, Francis John - 2018

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012533277

How important are the international financial market imperfections for the foreign exchange rate dynamics : a study of the sterling exchange rate

Dong, Xue; Minford, Patrick; Meenagh, David - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012135143

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How important are the international financial market imperfections for the foreign exchange rate dynamics : a study of the sterling exchange rate

Dong, Xue; Minford, Patrick; Meenagh, David - 2018

Book / Working Paper

The impact of Brexit on the British Pound/Euro exchange rate

Korus, Arthur; Celebi, Kaan - 2018

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011869267

On the rewards to international investing : a safe haven currency perspective

Danthine, Jean-Pierre; Danthine, Samuel - 2018

The safe haven property of the Swiss franc presents a specific challenge for internationally minded Swiss-based investors. The central issue is whether the traditional under-performance of Swiss assets is made up by the secular appreciation of the Swiss franc combined with the propensity of the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011962939

Currency Black Markets and Historical Turning Points : ‘Free’ Sterling in New York and Switzerland in the 1940s

Hileman, Garrick - 2017

While fixed exchange rates were implemented during and after the Second World War, trading of national currencies at free market rates continued in Switzerland and New York. This paper analyses new daily time series data from these two markets for three currencies: British pound sterling...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012955871