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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...
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measure of realized exchange rate volatility, we endogenously identify two volatility regimes: low and high. Simulating an … performance varies across different regimes. This suggests that UIP deviations are more pronounced in the low volatility state and …
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rebalancing across fund types, its greater intensity under higher exchange rate volatility, and the exchange rate effect of such …
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rebalancing across fund types, its greater intensity under higher exchange rate volatility, and the exchange rate effect of such …
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