Carry trade and forward premium puzzle from the perspective of a safe‐haven currency

B-Tier
Journal: Review of International Economics
Year: 2020
Volume: 28
Issue: 2
Pages: 376-394

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Swiss franc exchange rates exhibit safe‐haven characteristics, which suggest a close link between the forward premium puzzle and profitability of the carry trade. Our analysis of Swiss franc exchange rates shows that the two phenomena are distinct from each other, thus corroborating U.S. dollar evidence. Persistent exposures to two different global shocks drive the two phenomena in Swiss franc exchange rates. Moreover, we find significant links between expected average Swiss franc exchange rate changes and macroeconomic conditions during the period of the minimum Swiss franc exchange rate against the euro, but not during the rest of the sample period.

Technical Details

RePEc Handle
repec:bla:reviec:v:28:y:2020:i:2:p:376-394
Journal Field
International
Author Count
2
Added to Database
2026-01-26