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Euro Exchange Rates: What Can Be Expected in Terms of Volatility?

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Author Info
Coutinho, L.
Abstract

This paper discusses some of the issues related to the determination of the future behavior of euro exchange rates. It considers the impact of European-wide productivity and velocity disturbances on 'portfolio' diversification in Europe, under a single currency.

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Publisher Info
Paper provided by European University Institute in its series Economics Working Papers with number eco99/20.

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Length: 40 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:eui:euiwps:eco99/20

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Related research
Keywords: EXCHANGE RATE ; CURRENCIES ; EUROPE;

Find related papers by JEL classification:
O52 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Europe
F31 - International Economics - - International Finance - - - Foreign Exchange
E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General

Cited by:
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  1. Carsten Detken & Philipp Hartmann, 2000. "The Euro and International Capital Markets," EUI-RSCAS Working Papers 27, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS). [Downloadable!]
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This page was last updated on 2009-11-12.


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