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

TY - JOUR

T1 - The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy

T2 - a latent likelihood approach

AU - Hanke, Michael

AU - Poulsen, Rolf

AU - Weissensteiner, Alex

PY - 2019/1/2

Y1 - 2019/1/2

N2 - 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

AB - 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

UR - http://www.scopus.com/inward/record.url?scp=85053274058&partnerID=8YFLogxK

U2 - 10.1080/14697688.2018.1489137

DO - 10.1080/14697688.2018.1489137

M3 - Journal article

SN - 1469-7688

VL - 19

SP - 1

EP - 11

JO - Quantitative Finance

JF - Quantitative Finance

IS - 1

ER -