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The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction

Kugler, Peter - In: Economics letters 66 (2000) 2, pp. 209-214

Persistent link: https://www.econbiz.de/10001440030

International real interest rate equalization : a multivariate time series approach

Kugler, Peter - 1990

Persistent link: https://www.econbiz.de/10000129211

International real interest rate equalization : a multivariate time series approach

Kugler, Peter; Neusser, Klaus - 1990

Persistent link: https://www.econbiz.de/10000810458

Empirische Tests der Erwartungs- und der Unverzerrtheitshypothese und die Politik der Zentralbank

Kugler, Peter - In: Spekulation, Preisbildung und Volatilität auf Finanz- …, (pp. 153-163). 1998

Persistent link: https://www.econbiz.de/10001322896

The puzzle of the Swiss interest rate island : stylized facts and a new interpretation

Kugler, Peter; Weder, Beatrice - 2002

Persistent link: https://www.econbiz.de/10001650995

International real interest rate equalization : a multivariate time-series approach

Kugler, Peter - In: Journal of applied econometrics 8 (1993) 2, pp. 163-174

Persistent link: https://www.econbiz.de/10001142951

Why are returns on swiss frane assets so low? : rare events may solve the puzzle

Kugler, Peter; Weder, Beatrice - In: Applied economics quarterly 51 (2005) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10003242134

The historical origins of the safe haven status of the Swiss franc

Baltensperger, Ernst; Kugler, Peter - In: Aussenwirtschaft : schweizerische Zeitschrift für … 67 (2016) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10015098202

The puzzle of the Swiss Interest Rate Island : stylized facts and a new interpretation

Kugler, Peter; Weder, Beatrice - In: Aussenwirtschaft : schweizerische Zeitschrift für … 57 (2002) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10015098221

The demise of the Swiss Interest Rate Puzzle

Kugler, Peter; Weder, Beatrice - 2009

In this paper we analyzed the violations of UIP for the Swiss Franc against the Dollar, the Euro, the Yen, the Pound and the Canadian Dollar using recent data up to fall 2008. This exercise provides the following main results : first the Swiss interest rate puzzle disappeared, i.e. mean returns...

Persistent link: https://www.econbiz.de/10003891494