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The currency composition of international reserves, demand for international reserves, and global safe assets

Aizenman, Joshua; Cheung, Yin-Wong; Qian, Xingwang - 2019

Persistent link: https://www.econbiz.de/10012053193

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

Time-Variant Safe Haven Currencies

Sato, Ayano; Nakata, Hayato; Percy, Jay - 2023

This study investigates the temporal variation in the safe haven status of the Japanese yen, Swiss franc, and U.S. dollar. Investors prefer to purchase a safe haven currency (SHC) in times of high exchange rate volatility, parametrized herein with time-variant degrees of risk aversion. Until the...

Persistent link: https://www.econbiz.de/10014257527

Spillover shifts in the FX market : implication for the behavior of a safe haven currency

Kim, Young Min; Lee, Seojin - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014309935

Safe haven currencies : a dependence-switching copula approach

Michelis, Leo; Ning, Cathy Q.; Ponrajah, Jeremey - 2024

Persistent link: https://www.econbiz.de/10015052606

Carry Funding and Safe Haven Currencies : A Threshold Regression Approach

Hossfeld, Oliver - 2015

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