Revising the structure of the Euro index to improve measurement of movements in the currency markets
by Musa Essayyad, Khaled Albinali, Omar Al-Titi
International Journal of Monetary Economics and Finance (IJMEF), Vol. 4, No. 3, 2011

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.

Online publication date: Sun, 26-Jun-2011

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