The tail behavior of safe haven currencies : A cross-quantilogram analysis
Year of publication: |
2021
|
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Authors: | Cho, Dooyeon ; Han, Heejoon |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 70.2021, p. 1-17
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Subject: | Cross-quantilogram | Quantile dependence | Carry trades | Safe haven currencies | Schätzung | Estimation | Schweizer Franken | Swiss franc | US-Dollar | US dollar | Euro | Pfund Sterling | Pound Sterling | Finanzkrise | Financial crisis | Yen | Währung | Currency | Internationaler Finanzmarkt | International financial market | Währungsspekulation | Currency speculation |
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