What do Swiss franc Libor futures really tell us?

Lucas Marc Fuhrer, Basil Guggenheim and Matthias Jüttner

Year of publication:	May 2018
Authors:	Fuhrer, Lucas Marc ; Guggenheim, Basil ; Jüttner, Matthias Paul
Publisher:	Zürich : Swiss National Bank
Subject:	Term premium \| Libor futures \| Swiss franc \| Schweiz \| Switzerland \| Zinsderivat \| Interest rate derivative \| Zinsstruktur \| Yield curve \| Schweizer Franken \| Frankreich \| France \| Derivat \| Derivative

freely available

Full text |

More access options

www.snb.ch

www.snb.ch

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011912689

A service of the