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Exchange Rates and Fundamentals · Study

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PreprintExchange Rates and Fundamentals

Charles Engel2003

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Preprintgreen2003

Exchange Rates and Fundamentals

Charles Engel · Kenneth D. West

72 citations·0/0 files stored·SSRN Electronic 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

1980Macroeconomics and Reality 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1976Expectations and Exchange Rate Dynamics 1996The Purchasing Power Parity Puzzle 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 1987Cointegration and Tests of Present Value Models 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

Cited by

2014Factor Model Forecasts of Exchange Rates 2017Can Bitcoin Become a Viable Alternative to Fiat Currencies? An Empirical Analysis of Bitcoin's Volatility Based on a GARCH Model 2013Forward and Spot Exchange Rates in a Multi-Currency World 2011Technical Analysis in the Foreign Exchange Market 2003Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

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2004Exchange Rates and Fundamentalsreport · 13 shared references 2018Exchange rates and fundamentals: A bootstrap panel data analysisarticle · 13 shared references 2002How Well Do Monetary Fundamentals Forecast Exchange Rates?report · 12 shared references 2013Exchange Rates and Interest Parityreport · 10 shared references 2013Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamicsarticle · 10 shared references 2002How Well Do Monetary Fundamentals Forecast Exchange Rates?article · 10 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations72

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.457320

openalex_workW2129554087

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