Rahel Studer-Suter

University of Zurich

Department of Economics

International Trade & Finance Group

Zurich, 8032

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

251

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

The Swiss Franc's Honeymoon

University of Zurich, Department of Economics, Working Paper No. 170
Number of pages: 41 Posted: 15 Aug 2014 Last Revised: 26 Jan 2017
Rahel Studer-Suter and Alexandra Janssen
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 134 (241,282)
Citation 3

Abstract:

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Exchange rate target zone, safe haven currency, volatility smile

2.
Downloads 117 (267,251)
Citation 1

Systematic Consumption Risk in Currency Returns

Number of pages: 81 Posted: 04 Jul 2013
Mathias Hoffmann and Rahel Studer-Suter
University of Zurich - Department of Economics and University of Zurich
Downloads 80 (345,714)
Citation 1

Abstract:

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Foreign exchange, uncovered interest parity, carry trade returns, consumption risk, asset pricing, habit model

Systematic Consumption Risk in Currency Returns

CESifo Working Paper Series No. 4273
Number of pages: 47 Posted: 18 Jun 2013
Mathias Hoffmann and Rahel Studer-Suter
University of Zurich - Department of Economics and University of Zurich
Downloads 37 (499,689)

Abstract:

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foreign exchange, carry trade returns, consumption risk, asset pricing