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The Swiss franc safety premium
This paper applies a recent method proposed by Maggiori (The U.S. Dollar Safety Premium, 2013) to estimate the Swiss franc safety premium. The results show that the three-step instrumental variable approach as used by Maggiori does not work for the Swiss franc exchange rates. The price of risk estim...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6214287/ https://www.ncbi.nlm.nih.gov/pubmed/30443506 http://dx.doi.org/10.1186/s41937-017-0014-7 |