Showing 91 - 100 of 118
Persistent link: https://www.econbiz.de/10004734611
Persistent link: https://www.econbiz.de/10006725850
Persistent link: https://www.econbiz.de/10007606995
Persistent link: https://www.econbiz.de/10010087505
Persistent link: https://www.econbiz.de/10010088007
Persistent link: https://www.econbiz.de/10006314629
Persistent link: https://www.econbiz.de/10007030147
Persistent link: https://www.econbiz.de/10007791093
Persistent link: https://www.econbiz.de/10006762398
Using a novel dataset of dealer-specific bid-ask quotes for foreign exchange swaps, we document that the Swiss franc decoupling event in 2015 spilled over to other pegged currencies. The SNB decision served as a wake-up call for dealer banks who started to price the risk of unexpected peg...
Persistent link: https://www.econbiz.de/10013295523