Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence

Research English OPEN
Feld, Lars P.; Köhler, Ekkehard A.;
(2015)
  • Publisher: Freiburg i. Br.: Albert-Ludwigs-Universität Freiburg, Institut für Allgemeine Wirtschaftsforschung, Abteilung für Wirtschaftspolitik und Ordnungsökonomik
  • Subject: Swiss Interest Rate Anomaly | E42 | Heteroscedasticity | F43 | E43 | Uncovered Interest Rate Parity (UIRP) | Markov Regime Switching | G15 | Error Correction
    • ddc: ddc:330

Has the “Swiss interest rate anomaly” persisted after the financial crisis? Regarding the hypothesis that the Swiss interest rate anomaly results from systemic risk anticipation, we discuss whether Switzerland remains an interest rate island in the wake of the financial... View more
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