A survey-based estimation of the Swiss franc forward term premium
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- Christian Grisse & Silvio Schumacher, 2018.
"Term structure dynamics at low and negative interest rates—evidence from Switzerland,"
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Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-17, December.
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More about this item
KeywordsTerm premium; LIBOR futures; Swiss franc;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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