Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics

Author:

Bekiros Stelios D.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference54 articles.

1. Monetary asset models of exchange rate determination: how well have they performed in the 1980s?;Alexander;International Journal of Forecasting,1987

2. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;American Economic Review,2003

3. On the unstable relationship between exchange rates and macroeconomic fundamentals;Bacchetta;Journal of International Economics,2013

4. Baek, E., Brock, W., 1992. A General Test for Non-linear Granger Causality: Bivariate Model. Working Paper, Iowa State University and University of Wisconsin, Madison, WI.

5. Some evidence of random walk behavior of Euro exchange rates using ranks and signs;Belaire-Franch;Journal of Banking and Finance,2005

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