Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset
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- Kühl, Michael, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics 76, University of Goettingen, Department of Economics.
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Citations
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- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014. "Exchange Rates Contagion in Latin America," Borradores de Economia 842, Banco de la Republica de Colombia.
- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014. "Exchange Rates Contagion in Latin America," Borradores de Economia 12105, Banco de la Republica.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 0252, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2012.
"Cross-section dependence and the monetary exchange rate model – A panel analysis,"
The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 38-53.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011. "Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis," Discussion Papers of DIW Berlin 1119, DIW Berlin, German Institute for Economic Research.
- Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
- Simona Moagăr-Poladian & Dorina Clichici & Cristian-Valeriu Stanciu, 2019. "The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe," Sustainability, MDPI, vol. 11(14), pages 1-22, July.
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- Shih-Chang Yu & Wo-Chiang Lee, 2017. "An Analysis on the Correlation Between RMB Exchange Rate Fluctuation and East Asian Exchange Rate Fluctuations," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(11), pages 1045-1054, November.
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
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More about this item
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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