Details about Christian Grisse

Access statistics for papers by Christian Grisse.

Last updated 2023-04-28. Update your information in the RePEc Author Service.

Short-id: pgr250

Working Papers

2021

1. Portfolio rebalancing in times of stress
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017)
   Working Papers, Swiss National Bank (2017)
   See also Journal Article Portfolio rebalancing in times of stress, Journal of International Money and Finance, Elsevier (2021) View citations (3) (2021)

2020

2. Lower bound uncertainty and long-term interest rates
   Working Papers, Swiss National Bank
   See also Journal Article Lower Bound Uncertainty and Long‐Term Interest Rates, Journal of Money, Credit and Banking, Blackwell Publishing (2023) (2023)
3. The effect of monetary policy on the Swiss franc: an SVAR approach
   Working Papers, Swiss National Bank View citations (5)

2018

4. Sovereign debt crises and cross-country assistance
   Working Papers, Swiss National Bank
   See also Journal Article Sovereign debt crises and cross-country assistance, Oxford Economic Papers, Oxford University Press (2022) (2022)

2017

5. Lower Bound Beliefs and Long-Term Interest Rates
   IMF Working Papers, International Monetary Fund View citations (25)
   Also in Working Papers, Swiss National Bank (2017) View citations (25)
   See also Journal Article Lower-Bound Beliefs and Long-Term Interest Rates, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (25) (2017)
6. The response of long-term yields to negative interest rates: evidence from Switzerland
   Working Papers, Swiss National Bank View citations (6)

2014

7. Exchange rate returns and external adjustment: evidence from Switzerland
   Working Papers, Swiss National Bank View citations (3)
   See also Journal Article Exchange Rate Returns and External Adjustment: Evidence from Switzerland, Open Economies Review, Springer (2016) View citations (1) (2016)
8. Real exchange rates and fundamentals: robustness across alternative model specifications
   Working Papers, Swiss National Bank View citations (6)

2013

9. On financial risk and the safe haven characteristics of Swiss franc exchange rates
   Working Papers, Swiss National Bank View citations (22)
   See also Journal Article On financial risk and the safe haven characteristics of Swiss franc exchange rates, Journal of Empirical Finance, Elsevier (2015) View citations (73) (2015)
10. Time Variation in Asset Price Responses to Macro Announcements
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (32)
    Working Papers, Swiss National Bank (2013) View citations (43)

2011

11. The Vanishing U.S.-E.U. Employment Gap
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2009

12. International financial transmission: emerging and mature markets
    Bank of England working papers, Bank of England View citations (5)

Journal Articles

2023

1. Lower Bound Uncertainty and Long‐Term Interest Rates
   Journal of Money, Credit and Banking, 2023, 55, (2-3), 619-634
   See also Working Paper Lower bound uncertainty and long-term interest rates, Working Papers (2020) (2020)

2022

2. Sovereign debt crises and cross-country assistance
   (A pyrrhic victory? Bank bailouts and sovereign credit risk)
   Oxford Economic Papers, 2022, 74, (1), 178-193
   See also Working Paper Sovereign debt crises and cross-country assistance, Working Papers (2018) (2018)

2021

3. Covariability of real exchange rates and fundamentals
   Economics Letters, 2021, 201, (C)
4. Portfolio rebalancing in times of stress
   Journal of International Money and Finance, 2021, 113, (C) View citations (3)
   See also Working Paper Portfolio rebalancing in times of stress, CEPR Discussion Papers (2021) View citations (5) (2021)

2018

5. Term structure dynamics at low and negative interest rates—evidence from Switzerland
   Swiss Journal of Economics and Statistics, 2018, 154, (1), 1-17 View citations (4)

2017

6. Lower-Bound Beliefs and Long-Term Interest Rates
   International Journal of Central Banking, 2017, 13, (3), 165-202 View citations (25)
   See also Working Paper Lower Bound Beliefs and Long-Term Interest Rates, IMF Working Papers (2017) View citations (25) (2017)
7. Thousands of BEERs: Take your pick
   Review of International Economics, 2017, 25, (5), 1078-1104 View citations (19)

2016

8. Exchange Rate Returns and External Adjustment: Evidence from Switzerland
   Open Economies Review, 2016, 27, (2), 317-339 View citations (1)
   See also Working Paper Exchange rate returns and external adjustment: evidence from Switzerland, Working Papers (2014) View citations (3) (2014)

2015

9. On financial risk and the safe haven characteristics of Swiss franc exchange rates
   Journal of Empirical Finance, 2015, 32, (C), 153-164 View citations (73)
   See also Working Paper On financial risk and the safe haven characteristics of Swiss franc exchange rates, Working Papers (2013) View citations (22) (2013)
10. The zero lower bound and movements in the term structure of interest rates
    Economics Letters, 2015, 131, (C), 66-69 View citations (5)

2012

11. Policy initiatives in the global recession: what did forecasters expect?
    Current Issues in Economics and Finance, 2012, 18, (Feb)