The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone : evidence from a threshold VAR
Year of publication: |
2021
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Authors: | Loermann, Julius |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 60.2021, 3, p. 1363-1385
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Subject: | Swiss franc/Euro exchange rate | Uncertainty shock | Option-implied PDF | Threshold VAR | Schweiz | Switzerland | VAR-Modell | VAR model | Eurozone | Euro area | Schock | Shock | Schätzung | Estimation | Wechselkurs | Exchange rate | Risiko | Risk | EU-Staaten | EU countries | Währungsrisiko | Exchange rate risk | Volatilität | Volatility |
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