Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis
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- Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
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More about this item
Keywords
exchange rates; sovereign spreads; vector autoregression;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-03-29 (Central Banking)
- NEP-MON-2016-03-29 (Monetary Economics)
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