Macro Surprises and their Effects on the CHF

Summary:
On VoxEU, Adrian Jäggi, Martin Schlegel and Attilio Zanetti report that the safe-haven currencies Swiss franc and Japanese yen react strongly to non-domestic macro surprises, and did so especially during the financial crisis. For European macro surprises, only German data influence safe-haven currencies.

Topics:
Dirk Niepelt considers the following as important: Exchange rate, Financial crisis, Notes, Safe-haven, Surprise, Swiss Franc

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