Is the Renminbi a Safe-Haven Currency? Evidence from Conditional Coskewness and Cokurtosis
Year of publication: |
[2022]
|
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Authors: | Cheng, Xin ; Chen, Hongyi ; Zhou, Yinggang |
Publisher: |
[S.l.] : SSRN |
Subject: | Renminbi | China | Wechselkurs | Exchange rate |
Extent: | 1 Online-Ressource (54 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of International Money and Finance, Vol. 113, 2021 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2021 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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