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Brendan Berthold

Economist · Zurich Insurance Group

Economist at Zurich Insurance, Group Investment Management. Co-author with Bacchetta and Benhima on foreign exchange intervention and on macro-financial effects of uncertainty and climate policy risk.

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Online First Review of Economic Studies Online 6 Aug 2026

Foreign Exchange Intervention with UIP and CIP Deviations

Philippe Bacchetta · Kenza Benhima · Brendan Berthold

Most recent work on optimal foreign-exchange intervention prices the opportunity cost of reserves off either deviations from uncovered interest parity or deviations from covered interest parity, and …

International Finance Monetary Policy Exchange Rates Financial Frictions Safe Assets Convenience Yield Free Read ↗