Table 2 Descriptive statistics
USD Index | CHF Index | EUR/CHF | |
|---|---|---|---|
Mean ExR (ann.) | 1.38% | −0.54% | −0.30% |
Mean up to 2007m7 | 0.93% | 1.10% | 1.34% |
StD ExR | 7.44% | 5.51% | 5.38% |
Mean △et+1 | 1.16% | −2.23% | −2.10% |
Mean \(r^{*}_{f,t+1}-r_{f,t+1}\) | 0.22% | 1.69% | 1.80% |
Max (mon.) | 5.77% | 4.57% | 4.76% |
Max date | 2009m5 | 2008m11 | 2008m11 |
Min | −7.78% | −6.16% | −6.68% |
Min date | 1991m3 | 2008m12 | 2008m10 |