Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy? / Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex.

I: Journal of Futures Markets, Bind 35, Nr. 12, 2015, s. 1103–1116,.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hanke, M, Poulsen, R & Weissensteiner, A 2015, 'Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?', Journal of Futures Markets, bind 35, nr. 12, s. 1103–1116,. https://doi.org/10.1002/fut.21704

APA

Hanke, M., Poulsen, R., & Weissensteiner, A. (2015). Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy? Journal of Futures Markets, 35(12), 1103–1116,. https://doi.org/10.1002/fut.21704

Vancouver

Hanke M, Poulsen R, Weissensteiner A. Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy? Journal of Futures Markets. 2015;35(12):1103–1116,. https://doi.org/10.1002/fut.21704

Author

Hanke, Michael ; Poulsen, Rolf ; Weissensteiner, Alex. / Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?. I: Journal of Futures Markets. 2015 ; Bind 35, Nr. 12. s. 1103–1116,.

Bibtex

@article{eef818bd1b804da2ba91a045cbb745c4,
title = "Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?",
abstract = "Since its announcement made on September 6, 2011, the Swiss National Bank (SNB) has been pursuing the goal of a minimum EUR/CHF exchange rate of 1.20, promising to intervene on currency markets to prevent the exchange rate from falling below this level. We use a compound option pricing approach to estimate the latent exchange rate that would prevail in the absence of the SNB's interventions, together with the market's confidence in the SNB's commitment to this policy.",
author = "Michael Hanke and Rolf Poulsen and Alex Weissensteiner",
year = "2015",
doi = "10.1002/fut.21704",
language = "English",
volume = "35",
pages = "1103–1116,",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley",
number = "12",

}

RIS

TY - JOUR

T1 - Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

AU - Hanke, Michael

AU - Poulsen, Rolf

AU - Weissensteiner, Alex

PY - 2015

Y1 - 2015

N2 - Since its announcement made on September 6, 2011, the Swiss National Bank (SNB) has been pursuing the goal of a minimum EUR/CHF exchange rate of 1.20, promising to intervene on currency markets to prevent the exchange rate from falling below this level. We use a compound option pricing approach to estimate the latent exchange rate that would prevail in the absence of the SNB's interventions, together with the market's confidence in the SNB's commitment to this policy.

AB - Since its announcement made on September 6, 2011, the Swiss National Bank (SNB) has been pursuing the goal of a minimum EUR/CHF exchange rate of 1.20, promising to intervene on currency markets to prevent the exchange rate from falling below this level. We use a compound option pricing approach to estimate the latent exchange rate that would prevail in the absence of the SNB's interventions, together with the market's confidence in the SNB's commitment to this policy.

U2 - 10.1002/fut.21704

DO - 10.1002/fut.21704

M3 - Journal article

VL - 35

SP - 1103–1116,

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 12

ER -

ID: 130022727