Is the renminbi a safe-haven currency? : Evidence from conditional coskewness and cokurtosis
Xin Cheng, Hongyi Chen, Yinggang Zhou
| Year of publication: |
2021
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|---|---|
| Authors: | Cheng, Xin ; Chen, Hongyi ; Zhou, Yinggang |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 113.2021, p. 1-23
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| Subject: | Currency hedging | Conditional coskewness | Conditional cokurtosis | Idiosyncratic skewness | International asset pricing | CAPM | Renminbi | Hedging | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2021.102359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012798503