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 -