Details about Christian Grisse

Access statistics for papers by Christian Grisse.

Last updated 2020-08-20. Update your information in the RePEc Author Service.

Short-id: pgr250

Working Papers

2020

1. Lower bound uncertainty and long-term interest rates
   Working Papers, Swiss National Bank
2. The effect of monetary policy on the Swiss franc: an SVAR approach
   Working Papers, Swiss National Bank View citations (3)

2018

3. Sovereign debt crises and cross-country assistance
   Working Papers, Swiss National Bank

2017

4. Lower Bound Beliefs and Long-Term Interest Rates
   IMF Working Papers, International Monetary Fund
   Also in Working Papers, Swiss National Bank (2017) View citations (7)
   See also Journal Article in International Journal of Central Banking (2017)
5. Portfolio Rebalancing in Times of Stress
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
   Also in Working Papers, Swiss National Bank (2017)
6. The response of long-term yields to negative interest rates: evidence from Switzerland
   Working Papers, Swiss National Bank View citations (5)
   See also Journal Article in Swiss Journal of Economics and Statistics (2018)

2014

7. Exchange rate returns and external adjustment: evidence from Switzerland
   Working Papers, Swiss National Bank View citations (2)
   See also Journal Article in Open Economies Review (2016)
8. Real exchange rates and fundamentals: robustness across alternative model specifications
   Working Papers, Swiss National Bank View citations (6)
   See also Journal Article in Review of International Economics (2017)

2013

9. On financial risk and the safe haven characteristics of Swiss franc exchange rates
   Working Papers, Swiss National Bank View citations (16)
   See also Journal Article in Journal of Empirical Finance (2015)
10. Time Variation in Asset Price Responses to Macro Announcements
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
    Also in Working Papers, Swiss National Bank (2013) View citations (16)
    Staff Reports, Federal Reserve Bank of New York (2013) View citations (19)

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

2018

1. 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 (2)
   See also Working Paper (2017)

2017

2. Lower-Bound Beliefs and Long-Term Interest Rates
   International Journal of Central Banking, 2017, 13, (3), 165-202 View citations (13)
   See also Working Paper (2017)
3. Thousands of BEERs: Take your pick
   Review of International Economics, 2017, 25, (5), 1078-1104 View citations (8)
   See also Working Paper (2014)

2016

4. Exchange Rate Returns and External Adjustment: Evidence from Switzerland
   Open Economies Review, 2016, 27, (2), 317-339
   See also Working Paper (2014)

2015

5. On financial risk and the safe haven characteristics of Swiss franc exchange rates
   Journal of Empirical Finance, 2015, 32, (C), 153-164 View citations (35)
   See also Working Paper (2013)
6. The zero lower bound and movements in the term structure of interest rates
   Economics Letters, 2015, 131, (C), 66-69 View citations (5)

2012

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