Revising the structure of the Euro index to improve measurement of movements in the currency markets

Musa Essayyad; Khaled Albinali; Omar Al-Titi

doi:10.1504/IJMEF.2011.040924

Revising the structure of the Euro index to improve measurement of movements in the currency markets

Musa Essayyad^*
, Khaled Albinali
, Omar Al-Titi

^*Corresponding author for this work

Department of Accounting and Finance

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

This paper applies the same methodology applied by Essayyad et al. (2009) to the construction of an alternative Euro dollar index. Specifically, it employs multivariate statistical tests to identify weights based on 12 economic and financial factors that are deemed theoretically more relevant in building an alternative Euro Index (EI) that would reflect more accurately the movements in the currencies making up that index.

Original language	English
Pages (from-to)	297-308
Number of pages	12
Journal	International Journal of Monetary Economics and Finance
Volume	4
Issue number	3
DOIs	https://doi.org/10.1504/IJMEF.2011.040924
State	Published - Jun 2011

Keywords

Currency index
Dollar index
Euro index
International finance
International trade
Multivariate statistical analysis

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1504/IJMEF.2011.040924

Cite this

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abstract = "This paper applies the same methodology applied by Essayyad et al. (2009) to the construction of an alternative Euro dollar index. Specifically, it employs multivariate statistical tests to identify weights based on 12 economic and financial factors that are deemed theoretically more relevant in building an alternative Euro Index (EI) that would reflect more accurately the movements in the currencies making up that index.",

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Revising the structure of the Euro index to improve measurement of movements in the currency markets

Abstract

Keywords

ASJC Scopus subject areas

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