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Swiss Journal of Economics and Statistics

, Volume 146, Issue 1, pp 405–408 | Cite as

Discussion of “Reaction of Swiss Term Premia to Monetary Policy Surprises” by Paul Söderlind

  • Carlos Lenz
Open Access
Article
  • 18 Downloads

References

  1. Chib, Siddhartha, and Bakhodir Ergashev (2009), “Analysis of Multi-Factor Affine Yield Curve Models”, Journal of the American Statistical Association, 104 (488), pp. 1324–1337.CrossRefGoogle Scholar
  2. Dai, Qiang, and Kenneth J. Singleton (2000), “Specification Analysis of Affine Term Structure Models”, The Journal of Finance, 55 (5), pp. 1943–1978.CrossRefGoogle Scholar
  3. Ranaldo, Angelo, and Enzo Rossi (2010), “The Reaction of Financial Assets to Swiss National Bank communication”, Journal of International Money and Finance, 29 (3), pp. 486–503.CrossRefGoogle Scholar

Copyright information

© Swiss Society of Economics and Statistics 2010

Authors and Affiliations

  1. 1.Swiss National Bank, ResearchZürichSwitzerland

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