Rahel Studer-Suter

University of Zurich

Department of Economics

International Trade & Finance Group

Zurich, 8032

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

256

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

The Swiss Franc's Honeymoon

University of Zurich, Department of Economics, Working Paper No. 170
Number of pages: 41 Posted: 15 Aug 2014 Last Revised: 26 Jan 2017
Rahel Studer-Suter and Alexandra Janssen
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 137 (254,255)
Citation 4

Abstract:

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Exchange rate target zone, safe haven currency, volatility smile

2.
Downloads 119 (282,527)
Citation 2

Systematic Consumption Risk in Currency Returns

Number of pages: 81 Posted: 04 Jul 2013
Mathias Hoffmann and Rahel Studer-Suter
University of Zurich - Department of Economics and University of Zurich
Downloads 82 (363,830)
Citation 2

Abstract:

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Foreign exchange, uncovered interest parity, carry trade returns, consumption risk, asset pricing, habit model

Systematic Consumption Risk in Currency Returns

CESifo Working Paper Series No. 4273
Number of pages: 47 Posted: 18 Jun 2013
Mathias Hoffmann and Rahel Studer-Suter
University of Zurich - Department of Economics and University of Zurich
Downloads 37 (532,433)

Abstract:

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foreign exchange, carry trade returns, consumption risk, asset pricing