Similar Search Results - EconBiz

Interest rate setting on the Swiss Franc repo market

Kraenzlin, Sébastien - In: Swiss journal of economics and statistics 145 (2009) 3, pp. 351-377

Persistent link: https://www.econbiz.de/10003901071

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/10013205771

Macroeconomic surprises, market environment and safe-haven currencies

Jäggi, Adrian; Schlegel, Martin; Zanetti, Attilio - 2016

Persistent link: https://www.econbiz.de/10011586786

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/10012041720

International liquidity provision during the financial crisis : a view from Switzerland

Auer, Raphael; Kraenzlin, Sébastien - In: Review / Federal Reserve Bank of St. Louis 93 (2011) 6, pp. 409-417

Persistent link: https://www.econbiz.de/10009406671

Access policy and money market segmentation

Kraenzlin, Sébastien; Nellen, Thomas - 2012

Persistent link: https://www.econbiz.de/10009674031

How do Austrian banks fund their Swiss franc exposure?

Auer, Raphael A.; Kraenzlin, Sébastien; Liebeg, David - In: Financial stability report 24 (2012), pp. 54-61

Persistent link: https://www.econbiz.de/10010356057

Bargaining power in the repo market

Kraenzlin, Sébastien; Scarpatetti, Benedikt von - 2011

Persistent link: https://www.econbiz.de/10009537430

Exploring an uncharted market : evidence on the unsecured Swiss franc money market

Guggenheim, Basil; Kraenzlin, Sébastien; Schumacher, Silvio - 2011

Persistent link: https://www.econbiz.de/10009229457

Three essays on the Swiss Franc repo market

Kraenzlin, Sébastien - 2007

Persistent link: https://www.econbiz.de/10003700979

A service of the