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~isPartOf:"Swiss Journal of Economics and Statistics"
~language:"dan"
~language:"eng"
~language:"grc"
~person:"Fuhrer, Lucas Marc"
~type_genre:"Article"
~type_genre:"Biografie"
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LIBOR futures
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A survey-based estimation of the Swiss franc forward term premium
Fuhrer, Lucas Marc
;
Guggenheim, Basil
;
Jüttner, …
- In:
Swiss Journal of Economics and Statistics
155
(
2019
)
8
,
pp. 1-18
time varying. We find that the term premium positively correlates with the
business
cycle, interest rate developments, and …
Persistent link: https://www.econbiz.de/10013205768
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