We model future EUR/USD exchange rate realized volatility (RV) within a class of heterogeneous autoregressive (HAR) models augmented by implied volatilities (IVs). The existing literature has almost unanimously employed IVs from options with one-month maturities; however, our in-sample analysis shows...
EUR/USD remains steady around 1.0880 during Asian trading hours, with the US Dollar (USD) holding firm ahead of Monday’s Retail Sales data release. However, the Greenback faced headwinds after the University of Michigan (UoM) reported a decline in its preliminary Consumer Sentiment Index for...
Bloomberg Ticker ESGEME SW, EMIGE IM, EMIE GY NAV 10.4886 03.04.2024 YTD -1.17% as of 03.04.2024 3M -0.23% as of 03.04.2024 1Y 0.61% as of 03.04.2024 Share Class name UBS (Lux) Fund Solutions – J.P. Morgan USD EM IG ESG Diversified...
EUR/USD pauses its three-day decline, trading around 1.0840 during Asian hours on Monday. The pair gains as concerns over a US economic slowdown, driven by trade policies under President Donald Trump, weigh on the US Dollar (USD). Investors are now focused on the preliminary March Pur...
(BOC) expected April’s decision to raise rates by 50bp, USD-CAD dropped sharply, probably because of BOC Governor Tiff Macklem’s comment that the central bank is “committed to using our policy interest rate to return inflation to target and will do so forcefully if needed” (Bloomberg,...
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