All Stories

  1. On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective

    Article • Journal of money credit and banking, March 2017, Wiley

    Markus Hertrich

  2. The distribution of exchange rates under a minimum exchange rate regime

    Article • Journal of Applied Economics, November 2016, Elsevier

    Markus Hertrich

  3. The Expected Size of FX Interventions under a Minimum FX Rate Regime

    Article • Review of Economics, January 2016, De Gruyter

    Markus Hertrich

  4. Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction

    Article • Journal of Futures Markets, March 2013, Wiley

    Markus Hertrich

  5. Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets

    Article • SSRN Electronic Journal, Elsevier

    Markus Hertrich

  6. A Note on Credit Spread Forwards

    Article • SSRN Electronic Journal, Elsevier

    Markus Hertrich

  7. The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone

    Article • SSRN Electronic Journal, Elsevier

    Markus Hertrich

  8. On the EUR/CHF Exchange Rate that Would Have Prevailed Without the SNB's Minimum Exchange Rate Policy

    Article • SSRN Electronic Journal, Elsevier

    Markus Hertrich

  9. How Credible is the Euro/Swiss Franc Floor? A Financial Market Perspective

    Article • SSRN Electronic Journal, Elsevier

    Markus Hertrich