Studies on Foreign Exchange Rates and Their Effects in Switzerland and Liechtenstein

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Type and Duration

Preproposal PhD-Thesis, since February 2019

Coordinator

Chair in Finance

Main Research

Wealth Management

Field of Research

Behavioural Finance

Description

The Swiss franc is famous for its safe haven status amid a myriad of currencies. For the Swiss and Liechtenstein economies, the EURCHF rate is no doubt the most essential one directly impacting internationally active companies. The Swiss franc is attractive for eurozone countries for its stable interest rate and exchange rate volatility. Globally, the foreign exchange market is the most liquid market of all with trillions in daily trading volume, with SNB alone amounting to about 850 billion CHF in total assets in 2017.

The study will focus on the different aspects of foreign exchange in the regions of Switzerland and Liechtenstein, in particular foreign exchange portfolio management and risk management. This research will support investors in finding ways to increase profits through novel methods in financial engineering and machine learning. These would equally involve forex derivatives and financial hedging to discover the most rewarding portfolio compositions for domestic and foreign investors alike.

Keywords

Foreign exchange, Financial Engineering

PhD-Student