What Determines the Forward Exchange Rate of the Euro?
Download full text from publisher
Other versions of this item:
- Costas Karfakis, 2008. "What determines the forward exchange rate of the euro?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(2), pages 127-131.
References listed on IDEAS
- Costas Karfakis, 2006. "Is there an empirical link between the dollar price of the euro and the monetary fundamentals?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(13), pages 973-980.
- Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 480-501.
- Phaup, E Dwight, 1981. "A Reinterpretation of the Modern Theory of Forward Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(4), pages 477-484, November.
- Asmara Jamaleh, 2002. "Explaining and forecasting the euro/dollar exchange rate through a non-linear threshold model," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 422-448.
More about this item
KeywordsEuro; Forward Exchange Rate; Arbitrage; Speculation; Co-integration;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-09 (All new papers)
- NEP-CBA-2008-02-09 (Central Banking)
- NEP-EEC-2008-02-09 (European Economics)
- NEP-IFN-2008-02-09 (International Finance)
- NEP-MON-2008-02-09 (Monetary Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mcd:mcddps:2008_02. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Theodore Panagiotidis). General contact details of provider: http://www.uom.gr/index.php?tmima=3 .