The (UN-) stable relationship between the exchange rate and its fundamentals-Reference-Cited by-同舟云学术

The (UN-) stable relationship between the exchange rate and its fundamentals

Published:2008-06-18 Issue:7 Volume:15 Page:539-544
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Altavilla Carlo

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/13504850600706610

Reference13 articles.

1. Cointegration and models of exchange rate determination

2. The search for equilibrium relationships in international finance: the case of the monetary model

3. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

4. Why is it so difficult to beat the random walk forecast of exchange rates?

5. Krolzig, H.M. 1997.Markov-Switching Vector Autoregressions Modelling, Statistical Inference, and Application to Business Cycle Analysis, 357Berlin: Springer Verlag.

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1. Volatility transmission across currencies and stock markets: GIIPS in crisis;Applied Financial Economics;2014-06-03

2. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals;Journal of International Money and Finance;2012-03

3. Polityka fiskalna i monetarna w krajach triady ekonomicznej i w Polsce w długim okresie (1990–2008);Zeszyty Naukowe SGGW - Ekonomika i Organizacja Gospodarki Żywnościowej;2010-06-26

4. THE DOLLAR/EURO EXCHANGE RATE AND A COMPARISON OF MAJOR MODELS;Journal of Business Economics and Management;2009-09-30