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Safe haven currencies

Ranaldo, Angelo; Söderlind, Paul - 2007

Persistent link: https://www.econbiz.de/10003514612

Safe haven currencies : a portfolio perspective

Cenedese, Gino - 2015

Persistent link: https://www.econbiz.de/10011327165

Is the Renminbi a safe haven?

Fatum, Rasmus; Yamamoto, Yohei; Zhu, Guozhong - In: Journal of international money and finance 79 (2017), pp. 189-202

Persistent link: https://www.econbiz.de/10011788360

Carry Funding and Safe Haven Currencies : A Threshold Regression Approach

Hossfeld, Oliver - 2015

the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …

Persistent link: https://www.econbiz.de/10013030487

Carry Funding and Safe Haven Currencies : A Threshold Regression Approach

Hossfeld, Oliver - 2016

Persistent link: https://www.econbiz.de/10012988716

Safe Haven Currencies

Ranaldo, Angelo - 2013

We study high-frequency exchange rates over 1993-2008. Based on the recent literature on volatility and liquidity risk premia, we use a factor model to capture linear and non-linear linkages between currencies, stock and bond markets as well as proxies for market volatility and liquidity. We...

Persistent link: https://www.econbiz.de/10012711410