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

Hanke M.; Poulsen R.; Weissensteiner A.

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

机译：瑞士国家银行最低汇率政策中的CHF / EUR汇率：潜在的似然方法

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摘要

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

机译：我们的模型对Put选项的处理率准确地预测了拆除1.20的下限后的CHF / EUR汇率

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来源
《Quantitative finance》 |2019年第1期|共11页
作者
Hanke M.; Poulsen R.; Weissensteiner A.;
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作者单位

Univ Liechtenstein Inst Finance Vaduz Liechtenstein;

Univ Copenhagen Dept Math Sci Copenhagen Denmark;

Free Univ Bozen Bolzano Sch Econ &

Management Bolzano Italy;

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原文格式 PDF
正文语种 eng
中图分类经济;
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1. The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach [J] . Hanke M., Poulsen R., Weissensteiner A. Quantitative finance . 2019,第1期

机译：瑞士国家银行最低汇率政策中的CHF / EUR汇率：潜在的似然方法
2. The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR [J] . Loermann Julius Empirical Economics . 2021,第3期

机译：CHF / EUR汇率不确定性对欧元区的瑞士出口的影响：来自阈值的证据
3. Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes [J] . Yang Yan-Hong, Shao Ying-Hui, Shao Hao-Lin, Physica, A. Statistical mechanics and its applications . 2019,第期

机译：重新审视EUR / CHF汇率市场的弱势效率：来自不同瑞士法郎制度的剧集的证据
4. Macroeconomic Reevaluation of CNY/USD Exchange Rate: Quantitative Impact of EUR/USD Exchange Rate [C] . Raphael Henry, Holy Andriamboavonjy, Jean-Baptiste Paulin, International Conference on Modelling, Computation, and Optimization in Information Systems and Management Sciences . 2015

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

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