Essays about: "“Can the Endogenization of Regimes Lead to"

Found 1 essay containing the words “Can the Endogenization of Regimes Lead to.

  1. 1. Can the Endogenization of Regimes Lead to Improved Forecasting of the UIP?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonas Andersson; Anders Johansson; [2010]
    Keywords : Exchange Rate; Forecasting; UIP; Markov Switching; Logit Regression;

    Abstract : 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