The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis

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El tipo de cambio dólar estadounidense-euro y el diferencial del rendimiento de los bonos entre EE. UU. y la Zona Euro: un análisis de causalidad

Simón Sosvilla-Riveroa, María del Carmen Ramos-Herreraa

a Departamento de Economía Cuantitativa, Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Madrid, Spain

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ISSN: 02100266
Original language: English

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2024 July	91	9	100
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2024 April	132	5	137
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2023 September	94	9	103
2023 August	62	6	68
2023 July	51	5	56
2023 June	67	14	81
2023 May	90	11	101
2023 April	71	5	76
2023 March	60	3	63
2023 February	35	7	42
2023 January	48	4	52
2022 December	61	24	85
2022 November	44	8	52
2022 October	44	5	49
2022 September	35	13	48
2022 August	39	14	53
2022 July	49	10	59
2022 June	32	12	44
2022 May	34	11	45
2022 April	34	9	43
2022 March	43	24	67
2022 February	40	6	46
2022 January	74	8	82
2021 December	53	20	73
2021 November	68	16	84
2021 October	65	17	82
2021 September	52	18	70
2021 August	36	18	54
2021 July	33	17	50
2021 June	39	9	48
2021 May	41	8	49
2021 April	114	23	137
2021 March	34	7	41
2021 February	15	14	29
2021 January	19	16	35
2020 December	24	9	33
2020 November	28	5	33
2020 October	18	10	28
2020 September	18	9	27
2020 August	25	7	32
2020 July	13	6	19
2020 June	16	8	24
2020 May	25	10	35
2020 April	13	2	15
2020 March	22	4	26
2020 February	34	8	42
2020 January	25	4	29
2019 December	96	7	103
2019 November	169	4	173
2019 October	70	2	72
2019 September	90	4	94
2019 August	65	1	66
2019 July	90	16	106
2019 June	136	12	148
2019 May	170	10	180
2019 April	109	1	110
2019 March	49	2	51
2019 February	80	2	82
2019 January	47	9	56
2018 December	16	2	18
2018 November	22	7	29
2018 October	19	5	24
2018 September	32	5	37
2018 August	13	4	17
2018 July	16	0	16
2018 June	14	1	15
2018 May	9	6	15
2018 April	26	10	36
2018 March	7	0	7
2018 February	10	1	11
2018 January	15	0	15
2017 December	12	0	12
2017 November	16	0	16
2017 October	19	1	20
2017 September	12	1	13
2017 August	20	5	25
2017 July	23	4	27
2017 June	31	13	44
2017 May	27	0	27
2017 April	12	1	13
2017 March	26	35	61
2017 February	40	0	40
2017 January	10	1	11
2016 December	16	0	16
2016 November	27	1	28
2016 October	24	2	26
2016 September	6	1	7
2016 August	5	0	5
2016 July	7	2	9
2016 June	26	4	30
2016 May	13	7	20
2016 April	15	10	25
2016 March	12	10	22
2016 February	14	16	30
2016 January	5	10	15
2015 December	9	12	21
2015 November	16	10	26
2015 October	13	13	26
2015 September	12	6	18
2015 August	54	6	60
2015 July	42	2	44
2015 June	25	4	29
2015 May	29	3	32
2015 April	23	5	28
2015 March	27	2	29
2015 February	17	0	17
2015 January	17	1	18
2014 December	11	4	15
2014 November	26	3	29
2014 October	17	5	22
2014 September	11	3	14
2014 August	20	3	23
2014 July	23	2	25
2014 June	14	1	15
2014 May	22	2	24
2014 April	12	7	19
2014 March	46	16	62
2014 February	61	3	64
2014 January	52	9	61
2013 December	55	11	66
2013 November	69	15	84
2013 October	89	8	97
2013 September	95	23	118
2013 August	112	25	137
2013 July	85	25	110
2013 June	77	28	105
2013 May	78	34	112
2013 April	27	13	40
2013 March	26	9	35
2013 February	24	8	32
2013 January	19	9	28
2012 December	10	5	15
2012 November	4	29	33
2012 October	2	22	24
2012 September	3	3	6

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