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Seasonal processes in the Euro–US Dollar daily exchange rate

✍ Scribed by Cellini, Roberto; Cuccia, Tiziana

Book ID
126798702
Publisher
Taylor and Francis Group
Year
2014
Tongue
English
Weight
258 KB
Volume
24
Category
Article
ISSN
0960-3107

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## Abstract In this paper we assess the empirical relevance of an expectations version of purchasing power parity in forecasting the dollar/euro exchange rate. This version is based on the differential of inflation expectations derived from inflation‐indexed bonds for the euro area and the USA. Us