Time-variant safe haven currencies
Year of publication: |
2024
|
---|---|
Authors: | Sato, Ayano ; Nakata, Hayato ; Percy, Jay |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 316-328
|
Subject: | GARCH-in-mean model | Risk aversion | Safe-haven currencies | Risikoaversion | ARCH-Modell | ARCH model | US-Dollar | US dollar | Währung | Currency | Schweizer Franken | Swiss franc | Euro | Theorie | Theory | Schätzung | Estimation | Pfund Sterling | Pound Sterling | Yen |
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