Do Market Fundamentals Determine the Dollar-Euro Exchange Rate?

Do Market Fundamentals Determine the Dollar-Euro Exchange Rate?

The study searches for an optimal Dollar–Euro exchange rate policy for the US and the Euro Area (EA) countries. To achieve this, it explores the causal links between the US Dollar–Euro exchange rate and three key macroeconomic variables. The empirical investigation is carried out in an Error Correct...

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Bibliographic Details
Main Authors: Apergis, Nicholas, Zestos, G., Shaltayev, D.
Format: Journal Article
Published: Elsevier Inc. 2012
Subjects:
Causality tests
US Dollar–Euro exchange rate
Macroeconomic factors
Error Correction Vector Autoregressive model
Online Access:http://hdl.handle.net/20.500.11937/31149

Internet

http://hdl.handle.net/20.500.11937/31149

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