Do market fundamentals determine the Dollar–Euro exchange rate?

Author:

Apergis Nicholas,Zestos George K.,Shaltayev Dmitriy S.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference28 articles.

1. Alberola, E., Cervero, S., Lopez, H. & Ubide, A. (1999). Global equilibrium exchange rates: Euro, dollar, ins, outs and other major currencies in a panel cointegration framework. IMF Working Paper 99/175, IMF.

2. Alquist, R. & Chinn, M. D. (2002). Productivity and the euro/dollar exchange rate puzzle. NBER Working Paper 8824.

3. Chen, H., Dietrich F., & Wing-Keung W. (2007). Evolution of dollar/euro exchange rate before and after the birth of euro and policy implications. Monash University Discussion Paper, ISSN 1441-5429.

4. The determinants of the euro/dollar exchange rate: Synthetic fundamentals and a non-existing currency;Clostermann;Applied Economics Quarterly,2000

5. An economic evaluation of empirical exchange rate models;Della Corte;The Review of Financial Studies,2008

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