Chicago Board Options Exchange / Kohler / Bloomberg / Standard & Poor's Financial Services LLC / /
Country
Switzerland / Japan / United States / / /
Event
Credit Rating / /
Facility
University of Basel / /
IndustryTerm
online version / copyright law / banking / /
MarketIndex
S&P 500 / IX Implied stock market volatility / DJ Euro Stoxx 50 / VIX / /
Organization
University of Basel / Swiss National Bank / U.S. Commodity Futures Trading Commission / US Treasury / /
Person
Taylor / Carlos Lenz / Linda Walter / Jean-Pierre Roth / Jordà / Tobias Körner / Hermione Miller-Moser / Peter Kugler / Sylvia Kaufmann / Iris Oberauner / Daniel Geissmann / Matthias Gubler / / /
Position
author / Multivariate Threshold Model Analysis / model / Multivariate Threshold Model / president of the governing board / forward / and futures contracts / /
Carry Trade Activities: A Multivariate Threshold Model Analysis Matthias Gubler SNB Working Papers[removed]