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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Persistent link: https://www.econbiz.de/10002977273
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Main description: Der Autor untersucht, ob sich im Zeitablauf trendmäßige Entwicklungen, insbesondere ein signifikanter Anstieg der Wechselkursvolatilität feststellen lassen, und wieweit diese durch das gewählte Wechselkursregime beeinflusst werden. Im Gegensatz zu bisherigen Arbeiten liegt...
Persistent link: https://www.econbiz.de/10012220829
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Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries
Audzei, Volha; Brázdik, František - In: Economic systems 42 (2018) 4, pp. 584-596
Persistent link: https://www.econbiz.de/10012257286
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Towards resolving the exchange rate volatility puzzle
Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002
Persistent link: https://www.econbiz.de/10001709170
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Accounting for real and nominal exchange rate movements in the post-Bretton Woods period
Enders, Walter - In: Journal of international money and finance 16 (1997) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10001225597
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Foreign exchange risk premia and goods market frictions
Moon, Seongman - In: Journal of East Asian economic integration 19 (2015) 1, pp. 3-38
Persistent link: https://www.econbiz.de/10010510654
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Foreign exchange risk premia and goods market frictions
Moon, Seongman - In: Journal of East Asian economic integration 19 (2015) 1, pp. 3-38
Fama’s (1984) volatility relations show that the risk premium in foreign exchange markets is more volatile than, and is … provides quantitative results on Fama’s volatility relations. …
Persistent link: https://www.econbiz.de/10011572824
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The impact of CHF/EUR exchange rate uncertainty on swiss exports to the Eurozone : evidence from a threshold VAR1
Loermann, Julius Ferdinand - 2018
In light of the recent discussion regarding the measurement of uncertainty and its impact on economic activity, this paper derives forward-looking measures of uncertainty and directional expectations for the CHF/EUR exchange rate based on over-the-counter option data and analyses its impact on...
Persistent link: https://www.econbiz.de/10011946988
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The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone : evidence from a threshold VAR
Loermann, Julius - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1363-1385
Persistent link: https://www.econbiz.de/10012490550
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Foreign currency denominated assets and international shock absorption in Switzerland and Japan
Schnabl, Gunther - 2015
Currencies of countries with persistent current account surpluses and high foreign currency denominated assets such as the Swiss franc and Japanese yen are under a persistent appreciation pressure, what restricts the degree of freedom in the choice of exchange rate regime. Official announcements...
Persistent link: https://www.econbiz.de/10011392509