Eur/Usd exchange rate – can it be explained?

This paper estimates a present-value model suggested by Engel, Mark and West (2007) applied to the EUR/USD exchange rate for the period from 01/1999 to 12/2015. We present evidence that contrary to what expected, the variable output differential showed a negative impact on the EUR/USD exchange rate....

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Bibliographic Details
Main Author: Fernandes, Cláudia Granjo (author)
Format: masterThesis
Language:eng
Published: 2018
Subjects:
Eur/usd exchange rate
Present-value model
Var-model
Forecasting power
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/26125
Country:Portugal
Oai:oai:run.unl.pt:10362/26125

Internet

http://hdl.handle.net/10362/26125

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