European and international asymmetry in the volatility transmission mechanism: The "German Dominance Hypothesis" revisited

Article Abstract:

The volatility transmission mechanism within the European Monetary System (EMS) and German dominance hypothesis using short-term interest rates is examined. An absence of asymmetric behavior within EMS was found after Germany's reunification due to the rapid convergence of the EMS countries as they prepared for monetary union.

Administration of General Economic Programs, Interest Rates, Economic & Political Union, European Monetary System, Economic unions

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Closed-end country funds and the role of exchange rates in pricing and in determination of premiums and discounts

Article Abstract:

An investigation of relationships and role of fund returns and exchange rates in pricing and in determining the exchange rates of premiums and discounts is presented by studying European closed-end country funds from 1992-2003.

Sales Promotion-Premiums, Premiums (Retail)

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Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: another look at European and Asian currency crises

Article Abstract:

Correlation of Foreign exchange market efficiency and spot exchange rates, during European and Asian currency crises, is examined.

Asia, Economic aspects, Foreign exchange market, Asian Economic Crisis, 1997-1998

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