The Swiss franc is known to appreciate strongly during financial market turmoil, demonstrating its status as a typical … that capital flow variables are not necessarily coincident with the movements of the Swiss franc. Interest rate … differentials, a traditional determinant of exchange rates, co-move only weakly with Swiss franc movements. However, a robust and …

We ask whether the markets expected the Swiss National Bank (SNB) to discontinue the 1.20 cap on the Swiss franc … against the euro in January 2015. In the runup to the SNB announcement, neither options on the euro/Swiss franc nor FX … the period of cap enforcement increased the credibility of the cap by reducing the uncertainty of future euro/Swiss franc …

and their impact on overall market conditions. Based on transaction data from the unsecured and secured Swiss franc money …

The Swiss franc is known to appreciate strongly during financial market turmoil, demonstrating its status as a typical … that capital flow variables are not necessarily coincident with the movements of the Swiss franc. Interest rate … differentials, a traditional determinant of exchange rates, co-move only weakly with Swiss franc movements. However, a robust and …

On 6 September 2011, a ceiling on the value of the Swiss franc was imposed, at CHF 1.2 per euro. With the continuous …-bounded process for the Swiss franc exchange rate dynamics under a one-sided target zone during this period, in which the exchange … with a rolling one-year window suggest that this model can describe the dynamics of the Swiss franc under a one …