On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective
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- Markus Hertrich & Heinz Zimmermann, 2017. "On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 567-578, March.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hui, Cho-Hoi & Lo, Chi-Fai & Fong, Tom Pak-Wing, 2016. "Swiss franc's one-sided target zone during 2011–2015," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 54-67.
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More about this item
Keywordscurrency options; central banking; credibility; Euro/Swiss franc floor; Vanna-Volga method; barrier;
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-09-18 (All new papers)
- NEP-MAC-2015-09-18 (Macroeconomics)
- NEP-MON-2015-09-18 (Monetary Economics)
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