Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle
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More about this item
Keywords
asset prices; Swiss franc assets; uncovered interest rate parity;All these keywords.
JEL classification:
- 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
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2005-09-29 (International Finance)
- NEP-MAC-2005-09-29 (Macroeconomics)
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