Table 2 Financial market data for connectedness analysis
Bloomberg ticker | Description | Variable type |
|---|---|---|
SMI | Switzerland stock market index | Endogenous |
GSWISS10 | Switzerland gov’t bonds 10-year note generic bid yield | Endogenous |
USDCHF | USD/CHF spot exchange rate | Endogenous |
USGG10YR | U.S. generic gov’t 10-year yield | Exogenous |