The Swiss Journal of Economics and Statistics is published in collaboration with the Swiss Society of Economics and Statistics (SSES) and the Swiss Academy of Humanities and Social Sciences (SAGW). The journal is fully sponsored by the SSES and the SAGW so authors are not required to pay an article processing charge.
Term structure dynamics at low and negative interest rates—evidence from Switzerland
This paper studies the transmission of changes in short-term interest rates to longer-term government bond yields when interest rates are at very low levels or negative. We focus on Switzerland, where short-te...