66117 Saarbrücken
Saarbrücken
Germany
German University of Applied Sciences, Saarbrücken
academic education, credit derivative, credit spread forward, economic instruction, hedging, instructional material
financial crisis, credit default swap, credit risk, liquidity risk, endogeneity, macroprudential policy
central banking, credibility, currency option, Euro/Swiss Franc floor, Vanna-Volga method, barrier
Foreign exchange interventions; minimum exchange rate; reaction function; reflected Brownian motion; Swiss franc; Swiss National Bank; target zone; unconventional monetary policy
Foreign exchange interventions, minimum exchange rate, reaction function, reflected Brownian motion, Swiss franc, Swiss National Bank, target zone, unconventional monetary policy
composite indicator, fundamental value, housing market, imbalances, loose monetary policy, price misalignment
central bank intervention, covered interest parity, exchange rate, expectations, financial frictions, limited risk-bearing capacity, limits of arbitrage
exchange rate, expectations, central bank intervention, Israeli new shekel, reaction function
Foreign-exchange interventions, foreign exchange reserves, minimum exchange rate, reflected geometric Brownian motion, target zone costs, Swiss National Bank
Foreign Exchange Intervention, Covered Interest Parity, Exchange Rate, Expectations, Financial Frictions, Limited Risk-Bearing Capacity
Exchange rate dynamics, Target zone, Conditional volatility
Exchange rate, market expectations, central bank intervention, US dollar purchases, reaction function.
