A SURVEY-BASED ESTIMATION OF THE SWISS FRANC FORWARD TERM PREMIUM

A survey-based estimation of the Swiss franc forward term premium

Abstract This paper sheds light on Swiss franc LIBOR futures, which are often used to derive interest rate expectations.We show that the Dining Room Tables differences between LIBOR futures and realized rates (excess returns) are, on average, positive over the last 25 years.Using interest rate surveys, we decompose excess returns into a (forward) t

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Geographic Information System of Potential Tsunami Impact Areas and Safe Gathering Places for Coastal Tourism Area in Badung Regency, Bali Province

The Southern part of Bali especially Badung regency, in addition to having natural beauty and popular tourist attraction, it has a high potential for disaster.The fact is the coastline of Bali in the south is prone to tsunami because Bali is located close to Computer Components the colliding zone between the Indo-Australian plate and the Eurasia pl

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