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.
The Swiss Franc exchange rate and deviations from uncovered interest parity: Global vs domestic factors
We examine the role of global and country-specific factors for the Swiss franc exchange rate in the period 1990–2009. Simple asset pricing theory would predict that exchange rates reflect relative movements in...
Citation: Swiss Journal of Economics and Statistics 2010 146:BF03399313