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Year of publication
Subject
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Schweizer Franken 385 Swiss franc 384 Schweiz 248 Switzerland 240 Wechselkurs 173 Exchange rate 170 Euro 123 Yen 105 Estimation 98 Schätzung 98 Pfund Sterling 97 Pound Sterling 97 US-Dollar 91 US dollar 87 Exchange rate policy 80 Wechselkurspolitik 80 Währung 50 Currency 49 Financial crisis 48 Finanzkrise 48 Aufwertung 44 Currency appreciation 43 Volatility 43 Volatilität 43 Welt 43 World 43 Geldpolitik 40 Monetary policy 40 Deutsche Mark 37 International financial market 37 Internationaler Finanzmarkt 37 Devisenmarkt 32 Foreign exchange market 31 Currency derivative 30 Exchange rate risk 30 France 30 Frankreich 30 Währungsderivat 30 Währungsrisiko 30 Kaufkraftparität 29
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Online availability
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Free 193 Undetermined 58 CC license 4
Type of publication
All
Book / Working Paper 227 Article 182
Type of publication (narrower categories)
All
Article in journal 155 Aufsatz in Zeitschrift 155 Graue Literatur 131 Non-commercial literature 131 Working Paper 122 Arbeitspapier 118 Hochschulschrift 17 Aufsatz im Buch 12 Book section 12 Article 9 Thesis 9 Dissertation u.a. Prüfungsschriften 6 Collection of articles of several authors 3 Glossar enthalten 3 Glossary included 3 Sammelwerk 3 Bibliografie 1 Case study 1 Collection of articles written by one author 1 Conference paper 1 Fallstudie 1 Konferenzbeitrag 1 Sammlung 1
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Language
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English 348 German 40 Undetermined 11 French 9 Polish 1
Author
All
Kugler, Peter 16 Fischer, Andreas M. 15 Auer, Raphael A. 11 Ranaldo, Angelo 10 Söderlind, Paul 10 Weder, Beatrice 9 Burstein, Ariel T. 8 Lein, Sarah 8 Tille, Cédric 8 Amador, Manuel 7 Baltensperger, Ernst 7 Bianchi, Javier 7 Bocola, Luigi 7 Grisse, Christian 7 Kraenzlin, Sébastien 7 Krogstrup, Signe 7 Nitschka, Thomas 7 Perri, Fabrizio 7 Jermann, Urban J. 6 Funke, Michael 5 Guggenheim, Basil 5 Hertrich, Markus 5 Hossfeld, Oliver 5 MacDonald, Ronald 5 Moessner, Richhild 5 Nikkinen, Jussi 5 Röthig, Andreas 5 Schnabl, Gunther 5 Schumacher, Silvio 5 Sul, Donggyu 5 Vähämaa, Sami 5 Zanetti, Attilio 5 Assenmacher, Katrin 4 Bonadio, Barthélémy 4 Breedon, Francis J. 4 Chen, Louisa 4 Fatum, Rasmus 4 Frei, Lukas 4 Greenaway-McGrevy, Ryan 4 Herger, Nils 4
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Institution
All
Schweiz / Staatssekretariat für Wirtschaft 6 National Bureau of Economic Research 5 Schweizerische Nationalbank (SNB) 4 Avenir Suisse 3 Wirtschaftswissenschaftliches Zentrum <Basel> 2 Australian National University / Faculty of Economics and Commerce 1 Centre for Analytical Finance <Århus> 1 Eidgenössische Technische Hochschule Zürich / Department Management, Technology, and Economics 1 Handelsbank N. W. Zürich 1 NZZ Libro 1 Schweiz / Kommission für Technologie und Innovation 1 Trinity College Dublin / Department of Economics 1 Winter Industries GmbH 1
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Published in...
All
SNB working papers 23 Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations 13 Swiss journal of economics and statistics 12 Journal of international money and finance 9 Discussion paper / Centre for Economic Policy Research 8 WWZ working paper 7 Working papers / Studienzentrum Gerzensee 7 International review of economics & finance : IREF 6 NBER working paper series 5 Swiss Journal of Economics and Statistics 5 Working paper / National Bureau of Economic Research, Inc. 5 Dissertation.de 4 Journal of international financial markets, institutions & money 4 KOF Studien 4 NBER Working Paper 4 Schwerpunktthema: die Schweizer Wirtschaft in einem schwierigen Währungsumfeld 4 Strukturberichterstattung 4 The journal of futures markets 4 Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 4 Working Papers / Schweizerische Nationalbank (SNB) 4 Working papers on finance 4 Berner Beiträge zur Nationalökonomie 3 CESifo Working Paper Series 3 CESifo working papers 3 FIW working paper 3 Intereconomics : review of European economic policy 3 Journal of risk and financial management : JRFM 3 Research paper series / Swiss Finance Institute 3 Working papers / Bank for International Settlements 3 BIS Working Paper 2 Bank of England Working Paper 2 Copernican Journal of Finance & Accounting 2 Deutsche Bundesbank Discussion Paper 2 Discussion paper 2 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 2 ECB Working Paper 2 Finance India : the quarterly journal of Indian Institute of Finance 2 Financial stability report 2 Global finance journal 2 Globalization and Monetary Policy Institute Working Paper 2
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Source
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ECONIS (ZBW) 379 EconStor 13 RePEc 9 USB Cologne (EcoSocSci) 6 USB Cologne (business full texts) 2
Showing 1 - 50 of 409
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Optimal portfolio allocation between global stock indexes and safe haven assets : gold versus the Swiss Franc : 1999-2021
Tronzano, Marco - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-24
This paper contributes to the literature on safe haven assets, analyzing gold and the Swiss Franc's defensive properties inside various global stocks portfolios. The analysis relies on monthly data extending over the last two decades. Drawing on Multivariate Garch DCC models, the hedging...
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The role of hedge funds in the Swiss franc foreign exchange market
Gentner, Jessica - 2024
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Safe haven currencies : a dependence-switching copula approach
Michelis, Leo; Ning, Cathy Q.; Ponrajah, Jeremey - 2024
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Time-Variant Safe Haven Currencies
Sato, Ayano; Nakata, Hayato; Percy, Jay - 2023
This study investigates the temporal variation in the safe haven status of the Japanese yen, Swiss franc, and U.S. dollar. Investors prefer to purchase a safe haven currency (SHC) in times of high exchange rate volatility, parametrized herein with time-variant degrees of risk aversion. Until the...
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Optimal portfolio allocation between global stock indexes and safe haven assets: Gold versus the Swiss Franc : 1999-2021
Tronzano, Marco - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-24
This paper contributes to the literature on safe haven assets, analyzing gold and the Swiss Franc's defensive properties inside various global stocks portfolios. The analysis relies on monthly data extending over the last two decades. Drawing on Multivariate Garch DCC models, the hedging...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014332442
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The Residential Integration of Transnational Regional Economies : Evidence from the 2015 Swiss Franc Appreciation
Albertini, Mattia; Barisone, Lorenzo - 2022
This paper investigates the residential integration of transnational regional economies, comparing them with the standard national setting studied in urban economics. For this purpose, we construct a theoretical model for residential location choices for a transnational economy with integrated...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014077258
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Sectoral effects of exchange rate shocks : goods exports and the appreciation of the Swiss Franc in 2015
Brunhart, Andreas; Geiger, Martin - 2022
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Judgment Day : Algorithmic Trading Around the Swiss Franc Cap Removal
Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - 2022
A key issue for decentralised markets like FX is how the market responds to extreme situations. Using data on FX transactions with a precise identification of Algorithmic trading (AT), we find that AT, broadly defined, appears to have contributed to the deterioration of market quality following...
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Factors in Swiss Franc Corporate Bond Returns
Manser, Samuel - 2022
This paper examines the cross-sectional drivers of credit returns for Swiss franc corporate bonds in a comprehensive sample including transaction prices and effective bid-ask spreads from 2007 until 2022. Momentum, carry, value and defensive characteristics explain a significant part of the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258619
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Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc
Hertrich, Markus - In: Review of international economics 30 (2022) 2, pp. 450-489
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013185767
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What drives long-term interest rates? : evidence from the entire Swiss franc history 1852-2020
Hauzenberger, Niko; Kaufmann, Daniel; Stuart, Rebecca; … - 2022
We study domestic and international drivers of long-term interest rates using newly compiled financial market data for Switzerland starting in 1852. We use a time-varying parameter vector autoregressive model to estimate long-term trends in nominal interest rates, exchange rate growth, and...
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Heterogeneity in the exchange rate pass-through to consumer prices : the Swiss franc appreciation of 2015
Oktay, Alex - In: Swiss journal of economics and statistics 158 (2022) 1, pp. 1-20
This paper analyzes the exchange rate pass-through to consumer prices for 85 categories of goods and services in Switzerland. The pass-through estimates are computed using a synthetic difference-in-differences approach that exploits the large Swiss franc appreciation that followed the unexpected...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013542077
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Time-variant safe haven currencies
Sato, Ayano; Nakata, Hayato; Percy, Jay - In: International review of economics & finance : IREF 93 (2024) 2, pp. 316-328
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Peg abandonment and cross-currency contagion
Balke, Florian; Barth, Andreas; Reichel, Arne; … - In: Management science : journal of the Institute for … 70 (2024) 8, pp. 5599-5606
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No longer a safe haven currency? : a fresh evidence of Japanese Yen under uncertainty
Li, Zheng Zheng; Su, Chi-Wei; Tao, Ran - In: Panoeconomicus 71 (2024) 1, pp. 119-134
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Monetary Appreciation and Foreign Currency Mortgages : Lessons from the 2015 Swiss Franc Surge
Vassileva, Radosveta - 2021
Since 2007 the Swiss franc had been getting stronger, but it was a decision by the Swiss National Bank to unpeg the Swiss franc from the Euro in 2015, which resulted in its significant appreciation and shocked FX markets. Many citizens in Central and Eastern Europe were directly affected because...
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Exchange Rates and Prices : Evidence from the 2015 Swiss Franc Appreciation
Auer, Raphael A.; Burstein, Ariel T.; Lein, Sarah - National Bureau of Economic Research - 2021
We dissect the impact of a large and sudden exchange rate appreciation on Swiss border import prices, retail prices, and consumer expenditures on domestic and imported non-durable goods, following the removal of the EUR/CHF floor in January 2015. Cross-sectional variation in border price changes...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482622
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Troubles with the CHF loans in Croatia : the story of a case still waiting to be closed
Kundid Novokmet, Ana - In: Journal of risk and financial management : JRFM 14 (2021) 2/75, pp. 1-21
In numerous Central and Eastern European (CEE) countries, the global financial crisis as well as the unpegging of the foreign exchange rate of the Swiss franc (CHF) against the euro amplified the repayment troubles of households with the outstanding CHF-linked debt. In Croatia, the CHF loans...
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Cross-Dynamics of Volatility Term Structures Implied by Foreign Exchange Options
Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - 2021
This paper examines the cross-dynamics of volatility term structures implied by foreign exchange options. The data used in the empirical analysis consist of daily observations of implied volatilities for OTC options on the euro, Japanese yen, British pound, Swiss franc, and Canadian dollar,...
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Policy evaluation by the synthetic control approach : the case of the Swiss franc
Aregger, Nicole; Leutert, Jessica - 2017 - This draft: September 2017
In this paper, we analyse the effect of unconventional monetary policies on the EUR/CHF exchange rate. We apply the synthetic control approach to four events defining a change in the Swiss National Bank's monetary policy during the 2009 to 2011 period before the introduction of the exchange rate...
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The "new normal" of the Swiss balance of payments in a global perspective : central bank intervention, global imbalances and the rise of sovereign wealth funds
Senner, Richard; Sornette, Didier - 2017
Since the global financial crisis, the Swiss National Bank has been accumulating reserve assets amounting to the size of the Swiss GDP. Yet, the Swiss franc is still considered to be significantly over-valued. This paper analyzes the drivers behind the new situation and discusses challenges and...
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BNS: rien ne va plus : une banque centrale ne devrait pas faire ça
Santi, Michel - 2023
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Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14
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Spillover shifts in the FX market : implication for the behavior of a safe haven currency
Kim, Young Min; Lee, Seojin - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-12
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Switzerland and its Banks : A Short History
Herger, Nils - 2023
Chapter 1. Introduction and Overview -- Chapter 2. Historical Background -- Chapter 3. Banks in the Old Confederation and in Geneva (Before 1848) -- Chapter 4. Free Banking and the Foundation of the Swiss National Bank (1826-1907) -- Chapter 5. Railway Boom, the Big Banks, and the Ascent of...
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Factors in Swiss franc corporate bond returns
Manser, Samuel - In: Financial markets and portfolio management 37 (2023) 3, pp. 277-296
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A new way of measuring effects of financial crisis on contagion in currency markets
Rigana, Katerina; Wit, Ernst; Cook, Samantha - In: International review of financial analysis 90 (2023), pp. 1-15
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How can financial constraints force a central bank to exit a currency peg? : an application to the Swiss franc peg
Pinter, Julien; Pourroy, Marc - In: Journal of macroeconomics 75 (2023), pp. 1-27
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Judgment day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - In: Journal of international economics 140 (2023), pp. 1-21
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Foreign exchange interventions under a one-sided target zone regime and the Swiss franc
Hertrich, Markus - 2020
From September 2011 to January 2015, the Swiss National Bank (SNB) implemented a minimum exchange rate regime (i.e. a one-sided target zone) vis-a-vis the euro to fight deflationary pressures in the aftermath of the Great Financial Crisis. During this period of unconventional monetary policy,...
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Foreign Exchange Interventions Under a One-sided Target Zone Regime and the Swiss Franc
Hertrich, Markus - 2020
From September 2011 to January 2015, the Swiss National Bank (SNB) implemented a minimum exchange rate regime (i.e. a one-sided target zone) vis-à-vis the euro to fight deflationary pressures in the aftermath of the Great Financial Crisis. During this period of unconventional monetary policy,...
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Do Risk Disclosures Matter When it Counts? Evidence from the Swiss Franc Shock
Hail, Luzi - 2020
We examine the relation between disclosure quality and information asymmetry among market participants following an exogenous shock to macroeconomic risk. In 2015 the Swiss National Bank abruptly announced that it would abandon the longstanding minimum euro-Swiss franc exchange rate. We find...
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Foreign Exchange Interventions Under a One-Sided Target Zone Regime and the Swiss Franc
Hertrich, Markus - 2020
From September 2011 to January 2015, the Swiss National Bank (SNB) implemented a minimum exchange rate regime (i.e. a one-sided target zone) vis- à-vis the euro to fight deflationary pressures in the aftermath of the Great Financial Crisis. During this period of unconventional monetary policy,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012840088
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The role of the Swiss Franc in the imports of intermediate goods
Maggi, Federica; Maggi, Rico - In: Economic complexity and international market : how do …, (pp. 19-38). 2020
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Foreign exchange interventions under a one-sided target zone regime and the Swiss franc
Hertrich, Markus - 2020
From September 2011 to January 2015, the Swiss National Bank (SNB) implemented a minimum exchange rate regime (i.e. a one-sided target zone) vis-a-vis the euro to fight deflationary pressures in the aftermath of the Great Financial Crisis. During this period of unconventional monetary policy,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012197889
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The impact of SNB monetary policy on the Swiss franc and longer-term interest rates
Fink, Fabian; Frei, Lukas; Maag, Thomas; Zehnder, Tanja - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012210783
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The effect of monetary policy on the Swiss franc : an SVAR approach
Grisse, Christian - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012210786
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Safe-haven assets, financial crises, and macroeconomic variables : evidence from the last two decades (2000–2018)
Tronzano, Marco - In: Journal of risk and financial management : JRFM 13 (2020) 3/40, pp. 1-22
This paper focuses on three "safe haven" assets (gold, oil, and the Swiss Franc) and examines the impact of recent financial crises and some macroeconomic variables on their return co-movements during the last two decades. All financial crises produced significant increases in conditional...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012174170
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Short-term determinants of bilateral exchange rates : a decomposition model for the Swiss franc
Fink, Fabian; Frei, Lukas; Gloede, Oliver - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012485816
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Exports and invoicing: evidence from the 2015 Swiss Franc appreciation
Auer, Raphael A.; Burstein, Ariel T.; Erhardt, Katharina; … - 2020
The Swiss National Bank's (SNB) elimination of the lower bound on the EUR/CHF exchange rate on January 15 2015 provides a unique setting to study how prices and quantities respond to changes in nominal exchange rates. In this paper, we complement the study of imports in Auer et al. (2020) by...
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The 2008 Global Financial Crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.; Faff, Robert W.; Szulczyk, Kenneth R. - In: Covid economics : vetted and real-time papers (2020) 34, pp. 88-115
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012311204
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A survey-based estimation of the Swiss franc forward term premium
Fuhrer, Lucas Marc; Guggenheim, Basil; Jüttner, … - In: Swiss Journal of Economics and Statistics 155 (2019) 8, pp. 1-18
This paper sheds light on Swiss franc LIBOR futures, which are often used to derive interest rate expectations. We show that the differences between LIBOR futures and realized rates (excess returns) are, on average, positive over the last 25 years. Using interest rate surveys, we decompose...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013205768
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Macroeconomic surprises, market environment, and safe-haven currencies
Jäggi, Adrian; Schlegel, Martin; Zanetti, Attilio - In: Swiss Journal of Economics and Statistics 155 (2019) 5, pp. 1-21
We study the reaction of the CHF and JPY to macroeconomic surprises and changes in the broader market environment before and during the crisis using high-frequency data. Results show that the CHF and JPY are traditionally more sensitive to macroeconomic surprises than other currencies,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013205771
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How Can Financial Constraints Force a Central Bank to Exit a Currency Peg? An Application to the Swiss Franc Peg
Pinter, Julien - 2019
Recent research recognize that two balance sheet constraints can be of particular concern for an independent central bank: central bank equity cannot turn negative without any political and credibility risk, and central banks should avoid going insolvent if they want to maintain control over...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012889852
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Exchange Rates and Prices : Evidence from the 2015 Swiss Franc Appreciation
Auer, Raphael A. - 2019
The removal of the lower bound on the EUR/CHF exchange rate in January 2015 provides a unique setting to study the implications of a large and sudden appreciation in an otherwise stable macroeconomic environment. Using transaction-level data on non-durable goods purchases by Swiss consumers, we...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012896768
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A survey-based estimation of the Swiss franc forward term premium
Fuhrer, Lucas Marc; Guggenheim, Basil; Jüttner, … - In: Swiss journal of economics and statistics 155 (2019) 8, pp. 1-18
This paper sheds light on Swiss franc LIBOR futures, which are often used to derive interest rate expectations. We show that the differences between LIBOR futures and realized rates (excess returns) are, on average, positive over the last 25 years. Using interest rate surveys, we decompose...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012041707
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Macroeconomic surprises, market environment, and safe-haven currencies
Jäggi, Adrian; Schlegel, Martin; Zanetti, Attilio - In: Swiss journal of economics and statistics 155 (2019) 5, pp. 1-21
We study the reaction of the CHF and JPY to macroeconomic surprises and changes in the broader market environment before and during the crisis using high-frequency data. Results show that the CHF and JPY are traditionally more sensitive to macroeconomic surprises than other currencies,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012041720
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Verbal Interventions and Exchange Rate Policies : The Case of Swiss Franc Cap
Mirkov, Nikola - 2019
We ask whether verbal interventions by the Swiss National Bank (SNB) affected market beliefs in the desired direction during the period from 2011 to 2015, when the SNB imposed a cap on the Swiss franc at 1.20 against the euro. A verbal intervention was a speech by a member of the SNB Governing...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012903159
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Judgment day: algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012101494
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Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian; Frei, Lukas; Gloede, Oliver - In: Journal of international money and finance 122 (2022), pp. 1-15
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013433368
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