Essays about: "“Can the Endogenization of Regimes Lead to"
Found 1 essay containing the words “Can the Endogenization of Regimes Lead to.
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1. Can the Endogenization of Regimes Lead to Improved Forecasting of the UIP?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Understanding exchange rate movements is key to making positive returns and good decisions when dealing with the currency markets. We try to increase that understanding by using a Markov switching approach to describe deviations from the Uncovered Interest rate Parity (UIP), before investigating what factors that are driving the transitions across regimes. READ MORE
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