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Swiss Journal of Economics and Statistics

, Volume 146, Issue 1, pp 373–376 | Cite as

Discussion of “The Swiss Franc Exchange Rate and Deviations from UIP: Global versus Domestic Factors” by Mathias Hoffmann and Rahel Suter

  • Kevin Ross
Open Access
Article
  • 30 Downloads

References

  1. Ranaldo, Angelo, and Paul Söderlind (2009), “Safe Haven Currencies”, Review of Finance, forthcoming.Google Scholar
  2. Lustig, Hanno, Nikolai Roussanov, and Adrien Verdelhan (2009), “Common Risk Factors in Currency Markets”, NBER Working Paper 14082.Google Scholar
  3. Kugler, Peter, and Beatrice Weder (2005), “Why Are Returns on Swiss Franc Assets so Low?”, Applied Economics Quarterly, pp. 351–372.Google Scholar
  4. Menkhoff, Lukas, Lucio Sarno, Maik Schmeling, and Andreas Schrimpf (2009), “Carry Trades and Global FX Volatility”, European Finance Association Bergen Meetings Paper.Google Scholar
  5. Hoffmann, Mathias, and Rahel Suter (2009), “The Swiss Franc Exchange Rate and Deviations from Uncovered Interest Rate Parity”, Paper presented at The SNB’s New Monetary Policy Framework Ten Years On, Rüschlikon, Switzerland.Google Scholar

Copyright information

© Swiss Society of Economics and Statistics 2010

Authors and Affiliations

  • Kevin Ross
    • 1
  1. 1.European DepartmentInternational Monetary FundWashington, D.C.USA

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