swiss franc
The Swiss franc safety premium
... trade-weighted Swiss franc exchange rate index and the EUR/CHF exchange rate, I expected to find similar patterns, but found results that are ...the Swiss franc, both options improve the ...
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The Swiss Franc exchange rate and deviations from uncovered interest parity: Global vs domestic factors
... the Swiss interest rate puzzle, the fact that excess returns on the Swiss franc over the last seventy years are persistently negative, marking a gross violation of uncovered interest ...a ...
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The impact of the (2011) devaluation of the Swiss franc on Eurozone equity benchmark diversification
... The Swiss Market Index, as shown in Table 1, is a good representation of the composition of the underlying market ...traded Swiss companies ...The Swiss banking sector is represented by ...the ...
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Interest rate setting on the Swiss Franc repo market
... The Swiss franc repo market can notionally be split into two submarkets, namely into a so-called interbank market and a SNB market. All repo transactions that are concluded between banks belong to the ...
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Discussion of “The Swiss Franc Exchange Rate and Deviations from UIP: Global versus Domestic Factors” by Mathias Hoffmann and Rahel Suter
... est rate differentials, as discussed earlier, and where k and h denote the foreign and domestic countries respectively, where k ∈ K. In order to identify the global shock, Hoffmann and Suter suggest a procedure ...
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A survey-based estimation of the Swiss franc forward term premium
... in Swiss franc (CHF) interest rate futures and decompose excess returns into its two components, an analysis that has not been undertaken ...the Swiss National Bank ...
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Determinants of the Swiss Franc Real Exchange Rate
... One of the specific contributions of our work is the effort made to improve data quality and availability. Some of the time series we use – specifically for Swiss sec- toral value added and labour productivity – ...
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Capital Flows and the Swiss Franc
... 5 In line with the existing literature on the statistical relationship between capital flows and exchange rates, changes in the log real effective exchange rate (REER) of the CHF are [r] ...
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Does Uncovered Interest rate Parity Hold After All?
... Our sample period is January 2001 - December 2008. We use the following currencies: the Euro, the Japanese Yen, the British Pound, the Australian Dollar, the Canadian Dollar, and the Swiss Franc against the ...
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The French Franc and European Monetary Crisis
... French franc, and therefore did not demand high returns on 30-day deposits are focused on short-term operations e) In October (Charts 2 and 3), the probability of an imminent devaluation of the Swiss ...
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How do Overnight Stays React to Exchange Rate Changes?
... estimate nominal and real exchange rate elasticities of overnight stays in Swiss hotels. Using the error-correction model the authors find statistically significant coefficients with the expected sign for the the ...
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A New mortgage credit regime for Europe: setting the right priorities. CEPS Special Report, June 2011
... LIST OF ABBREVIATIONS AHE Associacion Hipotecaria Espanola APRC Annual Percentage Rate of Charge ARM Adjustable-Rate Mortgage CCD Consumer Credit Directive CHF Swiss Franc CDO Collateral[r] ...
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Lowering CO2 emissions in the Swiss transport sector
... CHF: Swiss franc; Diff-ETS: Scenario of differentiated taxes with ETS; EII: Energy intensive industries; ETS: Emissions trading system; EU: European Union; EV: Electric vehicle; GCCPP: Gas-fired ...
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Insulin glargine compared to neutral protamine Hagedorn (NPH) insulin in patients with type-2 diabetes uncontrolled with oral anti-diabetic agents alone in Hong Kong: a cost-effectiveness analysis
... CHF: Swiss Franc; GDP: gross domestic product; GFR: glomerular filtration rate; GRP: gastrin- releasing peptide; HA: Hospital Authority; HbA1c: glycated haemoglobin; HDL: high density-lipoprotein; HKD: Hong ...
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Estimating a Taylor Rule with Markov Switching Regimes for Switzerland
... that Swiss monetary policy is described by a smooth and an active ...way Swiss monetary policy is conducted as it is in place 90% of ...the Swiss National Bank to counteract immediate and large ...
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Intervention in the Foreign Exchange Market: Rationale, Effectiveness, Costs and Benefits
... the Swiss National Bank which became increasingly concerned about the rapid rise of the Swiss Franc from ...of Swiss Francs to buy Euros in the foreign exchange market to maintain the new ...
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On the rewards to international investing: a safe haven currency perspective
... the franc dur- ing the crisis is one of three factors rendering particularly challenging the natural desire of residents of a small coun- try such as Switzerland of reaping the benefits of interna- tional ...
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Measuring exchange rate flexibility by regression methods
... the Swiss franc, the Japanese yen and the British ...the Swiss franc was not allowed to float freely for a period (from September 2011 to January ...
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Measuring and predicting currency disturbances in Croatia: the “signals” approach
... The real effective exchange rate – is a weighted geometric average of the index of bilateral exchange rates of the kuna against a basket of currencies euro, US dollar, Swiss franc, Briti[r] ...
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Exchange Rates Nexus A Technical Approach towards Efficiency
... dollar-rupee, Swiss franc-rupee, Australian dollar-rupee, yen-rupee, and euro-rupee, using monthly data on spot and forward rates for the period July 2006 to December 2013 the result have been found that ...
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