Safehavenness of currencies
Year of publication: |
2018
|
---|---|
Authors: | Wong, Alfred Y. ; Fong, Tom |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 4/6, p. 300-332
|
Subject: | crash risk | mixture vector autoregression | quantile regression | risk reversal | Safe-haven currency | tail risk | Risiko | Risk | Risikomaß | Risk measure | VAR-Modell | VAR model | Währungskrise | Currency crisis | Währungsrisiko | Exchange rate risk | Regressionsanalyse | Regression analysis | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Schock | Shock |
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