The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy : a latent likelihood approach. / Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex.

I: Quantitative Finance, Bind 19, Nr. 1, 02.01.2019, s. 1-11.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hanke, M, Poulsen, R & Weissensteiner, A 2019, 'The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach', Quantitative Finance, bind 19, nr. 1, s. 1-11. https://doi.org/10.1080/14697688.2018.1489137

APA

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach. Quantitative Finance, 19(1), 1-11. https://doi.org/10.1080/14697688.2018.1489137

Vancouver

Hanke M, Poulsen R, Weissensteiner A. The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach. Quantitative Finance. 2019 jan. 2;19(1):1-11. https://doi.org/10.1080/14697688.2018.1489137

Author

Hanke, Michael ; Poulsen, Rolf ; Weissensteiner, Alex. / The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy : a latent likelihood approach. I: Quantitative Finance. 2019 ; Bind 19, Nr. 1. s. 1-11.

Bibtex

@article{ff09f4321f3340c594f0e58a9f2e62a1,
title = "The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach",
abstract = "Our model treating the rate bound in terms of a put option accurately predicts the CHF/EUR exchange rate following the removal of the lower bound of 1.20",
author = "Michael Hanke and Rolf Poulsen and Alex Weissensteiner",
year = "2019",
month = jan,
day = "2",
doi = "10.1080/14697688.2018.1489137",
language = "English",
volume = "19",
pages = "1--11",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "1",

}

RIS

TY - JOUR

T1 - The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy

T2 - a latent likelihood approach

AU - Hanke, Michael

AU - Poulsen, Rolf

AU - Weissensteiner, Alex

PY - 2019/1/2

Y1 - 2019/1/2

N2 - Our model treating the rate bound in terms of a put option accurately predicts the CHF/EUR exchange rate following the removal of the lower bound of 1.20

AB - Our model treating the rate bound in terms of a put option accurately predicts the CHF/EUR exchange rate following the removal of the lower bound of 1.20

UR - http://www.scopus.com/inward/record.url?scp=85053274058&partnerID=8YFLogxK

U2 - 10.1080/14697688.2018.1489137

DO - 10.1080/14697688.2018.1489137

M3 - Journal article

VL - 19

SP - 1

EP - 11

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

IS - 1

ER -

ID: 202033640