Handbook of Exchange Rates

INDEX

Absolute returns

behavioral finance framework, volatility clustering

currency mandate for

Accumulation costs, foreign exchange reserves

Active currency management

allowed currencies

alpha continuum and implications

alternative information ratio

alternative mandates

Barclay currency index

extended sample periods

robustness checks

benchmarks

basic factor model, currency returns

currency investing premium

current trends in

DB FX Select Platform fund managers

empirical results

Bayesian estimation

data and descriptive statistics

volatility and correlation evaluation

foreign exchange puzzle evolution and

individual manager returns

investment implications

leverage

parameter uncertainty

Bayesian asset allocation

predictive density

volatility and correlation evaluation

passive vs. active management

performance benchmark and compensation

permitted instruments

structural and operational choices

value-based strategies

volatility and correlation timing

dynamic models

multivariate models

weighted portfolio, FX strategies

Active hedge management, currency hedging

Adaptive market hypothesis, trading rule profits and

Adaptive reinforcement learning algorithm, technical trading and

Adjustable pegs

currency trends and

exchange rate rules

Adjusted purchasing power parity, fair value currency models

Agent-based models, behavioral finance framework

Agent information gaps, mainstream exchange rate models

Agent interactions

currency-trading models

macro/micro perspectives

micro-based macromodel ...