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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

Swiss Journal of Economics and Statistics volume 146, pages 373–376 (2010)Cite this article

References

  • Ranaldo, Angelo, and Paul Söderlind (2009), “Safe Haven Currencies”, Review of Finance, forthcoming.

  • Lustig, Hanno, Nikolai Roussanov, and Adrien Verdelhan (2009), “Common Risk Factors in Currency Markets”, NBER Working Paper 14082.

  • Kugler, Peter, and Beatrice Weder (2005), “Why Are Returns on Swiss Franc Assets so Low?”, Applied Economics Quarterly, pp. 351–372.

  • Menkhoff, Lukas, Lucio Sarno, Maik Schmeling, and Andreas Schrimpf (2009), “Carry Trades and Global FX Volatility”, European Finance Association Bergen Meetings Paper.

  • 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.

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  1. European Department, International Monetary Fund, 20041, Washington, D.C., USA

    Kevin Ross

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  1. Kevin Ross
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Ross, K. Discussion of “The Swiss Franc Exchange Rate and Deviations from UIP: Global versus Domestic Factors” by Mathias Hoffmann and Rahel Suter. Swiss J Economics Statistics 146, 373–376 (2010). https://doi.org/10.1007/BF03399314

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  • DOI: https://doi.org/10.1007/BF03399314