Euro Exchange Rates: What Can Be Expected in Terms of Volatility?

L. Coutinho

Economics Working Papers from European University Institute

Abstract: This paper discusses some of the issues related to the determination of the future behavior of euro exchange rates. It considers the impact of European-wide productivity and velocity disturbances on 'portfolio' diversification in Europe, under a single currency.

Keywords: EXCHANGE RATE; CURRENCIES; EUROPE (search for similar items in EconPapers)
JEL-codes: E40 F31 O52 (search for similar items in EconPapers)
Pages: 40 pages
Date: 1999
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eui:euiwps:eco99/20

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