Alexandra Janssen

University of Zurich - Department of Banking and Finance

Z├╝rich

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

267

SSRN CITATIONS

0

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 (257,159)
Citation 4

Abstract:

Loading...

Exchange rate target zone, safe haven currency, volatility smile

2.

Crash-o-phobia in Currency Carry Trade Returns

Swiss Finance Institute Research Paper No. 18-64
Number of pages: 53 Posted: 10 Oct 2018 Last Revised: 13 Oct 2018
Regina Hammerschmid and Alexandra Janssen
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 130 (267,608)

Abstract:

Loading...

currency carry trade returns, loss aversion, belief estimation, probability distortion, crash-o-phobia