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Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach · Study

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ArticleDo fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach

Michael Frömmel2004

OA

Articlegreen2004

Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach

Michael Frömmel · Ronald R. MacDonald · Lukas Menkhoff

32 citations·0/0 files stored·Global Finance Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

2003The Economics of Exchange Rates 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials 2005Exchange Rates, Equity Prices, and Capital Flows 1995Empirical research on nominal exchange rates 1994Can the Markov switching model forecast exchange rates?1990Currency Fluctuations in the Post-Bretton Woods Era

Cited by

2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamics 2013Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices 2015Markov regimes switching with monetary fundamental-based exchange rate model 2010Nonlinearity and time-variation in the monetary model of exchange rates

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Details

Year2004

Typearticle

Published2004-12-14

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations32

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.gfj.2004.09.001

openalex_workW2091463666

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