Add to ORKGYesThis paper develops a model of optimal choice over an array of different assets, including domestic and foreign bonds, domestic and foreign equities and domestic and foreign real money balances in order to examine the determination of the real exchange rate in the long-run. The model is tested empirically using data from the UK and the USA. The results show that all the coefficients of the model are right signed and significant and consequently financial assets may play a significant role in the determination of the real exchange rate
We revisit medium- to long-run exchange rate determination, focusing on the role of international in...
This paper establishes the ability of a Real Business Cycle model to account for UK real exchange ra...
The paper is a result of research which aimed to identify the factors determining the USD/EUR rate o...
This paper develops a model of optimal choice over an array of different assets, including domestic ...
This paper develops an intertemporal optimization model to examine the determinants of the nominal e...
YesThis paper develops a model of optimal choice over an array of different assets, including domest...
An intertemporal optimization model is developed to examine the determinants of the long-run nominal...
This paper estimates both short term and long run relationship between the real bilateral EUR-USD ex...
This paper considers some of the main long-run equilibrium relationships in international linance. ...
Discussions regarding the appropriate measure of the real exchange rate (RER) are surrounded by cont...
Abstract: Modelling the Norwegian exchange rate against a basket of currencies, we find a robust lo...
Early empirical studies of exchange rate determinants demonstrated that fundamentals-based monetary ...
The aim of this paper is to compare the conventional monetary model of the exchange rate with an al...
This paper re-examines the empirical modeling of Purchasing Power Parity (PPP) deviations in the pre...
Empirical evidence supporting a long-run relationship between thereal exchange rate and real interes...
We revisit medium- to long-run exchange rate determination, focusing on the role of international in...
This paper establishes the ability of a Real Business Cycle model to account for UK real exchange ra...
The paper is a result of research which aimed to identify the factors determining the USD/EUR rate o...
This paper develops a model of optimal choice over an array of different assets, including domestic ...
This paper develops an intertemporal optimization model to examine the determinants of the nominal e...
YesThis paper develops a model of optimal choice over an array of different assets, including domest...
An intertemporal optimization model is developed to examine the determinants of the long-run nominal...
This paper estimates both short term and long run relationship between the real bilateral EUR-USD ex...
This paper considers some of the main long-run equilibrium relationships in international linance. ...
Discussions regarding the appropriate measure of the real exchange rate (RER) are surrounded by cont...
Abstract: Modelling the Norwegian exchange rate against a basket of currencies, we find a robust lo...
Early empirical studies of exchange rate determinants demonstrated that fundamentals-based monetary ...
The aim of this paper is to compare the conventional monetary model of the exchange rate with an al...
This paper re-examines the empirical modeling of Purchasing Power Parity (PPP) deviations in the pre...
Empirical evidence supporting a long-run relationship between thereal exchange rate and real interes...
We revisit medium- to long-run exchange rate determination, focusing on the role of international in...
This paper establishes the ability of a Real Business Cycle model to account for UK real exchange ra...
The paper is a result of research which aimed to identify the factors determining the USD/EUR rate o...