2015
DOI: 10.1111/geer.12063
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Risk-Off Episodes and Swiss Franc Appreciation: The Role of Capital Flows

Abstract: Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in… Show more

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Cited by 9 publications
(2 citation statements)
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“…This aspect is also highly relevant for the strong reduction of the Swiss long‐term interest rates. Trade relationships alone are not capable of explaining the large effects on Swiss variables, especially if compared to a country like the United Kingdom with equally strong economic ties (see, e.g., De Carvalho Filho ).…”
Section: Resultsmentioning
confidence: 99%
“…This aspect is also highly relevant for the strong reduction of the Swiss long‐term interest rates. Trade relationships alone are not capable of explaining the large effects on Swiss variables, especially if compared to a country like the United Kingdom with equally strong economic ties (see, e.g., De Carvalho Filho ).…”
Section: Resultsmentioning
confidence: 99%
“…Furthermore, the study of (Carvalho Filho, 2015), indicates that the CHF and the JPY are the two currencies that on average have risen their value against the USD during risk-off periods. Third, (Coudert et al, 2014) provides the features to be safe haven currencies using daily data of a sample of 26 currencies during the period 1999-2013 that neither the EUR nor the CHF qualify for this role.…”
Section: Literature Reviewsmentioning
confidence: 99%