This paper presents an exchange rate model for the Euro exchange rates of four major currencies, namely the US dollar, the British pound, the Japanese yen and the Swiss franc. The model is based on ...

This paper examines the transmission of changes in the U.S. monetary policy to localcurrency sovereign bond yields of Brazil and Mexico. Using vector error-correction models, we find that the U.S.

Abstract: The objectives of this research are to study the interrelationship among oil, gold price and stock returns. In this study, data from secondary source is used to examine association amongst ...

This note estimates the neutral rate for New Zealand using a Vector Error Correction Model (VECM). The neutral interest rate is the rate of interest at which monetary ...