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Getting beyond carry trade : what makes a safe haven currency?

Habib, Maurizio M.; Stracca, Livio - In: Journal of international economics 87 (2012) 1, pp. 50-64

Persistent link: https://www.econbiz.de/10010220043

Dominant Currencies : How Firms Choose Currency Invoicing and Why it Matters

Amiti, Mary - 2020

Using new data on currency invoicing for Belgian firms, we analyze how firms make their currency choice, for both … staggered price setting with endogenous currency choice. Our structural specification provides a new test of the allocative … consequences of nominal rigidities, by estimating the treatment effect of foreign-currency price stickiness on the dynamic response …

Persistent link: https://www.econbiz.de/10012482146

Deviations from covered interest rate parity : the case of British pound sterling versus euro

Lehrbass, Frank; Schuster, Thamara Sandra - In: The journal of financial data science 3 (2021) 1, pp. 140-151

Persistent link: https://www.econbiz.de/10012486258

Introducing the Euro in Poland within a currency system perspective

Głuchowski, Jan - In: Journal of management and financial sciences : JMFS 3 (2010) 3, pp. 44-54

Persistent link: https://www.econbiz.de/10008661406

Exchange rate fixation between US, China, Japan and Eurozone

Quah, Chee Heong - In: Margin: the journal of applied economic research 11 (2017) 2, pp. 99-120

Persistent link: https://www.econbiz.de/10011690936

The impact of the (2011) devaluation of the Swiss Franc on Eurozone equity benchmark diversification

Broby, Daniel; Faessler, Raphael; Josavac, Milenko; … - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1270-1286

Persistent link: https://www.econbiz.de/10011698126

Intra-safe haven currency behavior during the global financial crisis

Fatum, Rasmus; Yamamoto, Yohei - In: Journal of international money and finance 66 (2016), pp. 49-64

Persistent link: https://www.econbiz.de/10011668447

The Swiss franc's honeymoon

Janssen, Alexandra; Studer, Rahel - 2017 - Revised version, January 2017

Starting from the stylized fact that the Swiss franc is a safe haven currency, this paper focuses on the determinants … Swiss National Bank would prevent the Swiss franc from appreciating beyond 1.20 to the euro muted the sensitivity of EUR …

Persistent link: https://www.econbiz.de/10011590470

On the rewards to international investing : a safe haven currency perspective

Danthine, Jean-Pierre; Danthine, Samuel - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-16

considerable return shortfalls over the long run and that systematic currency hedging would not have been historically justified … and is unlikely to be in the future. Assuming a fair amount of currency risk thus appears inevitable for long-run Swiss …

Persistent link: https://www.econbiz.de/10011962939

The Swiss franc safety premium

Leutert, Jessica - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-21

This paper applies a recent method proposed by Maggiori (The U.S. Dollar Safety Premium, 2013) to estimate the Swiss franc safety premium. The results show that the three-step instrumental variable approach as used by Maggiori does not work for the Swiss franc exchange rates. The price of risk...

Persistent link: https://www.econbiz.de/10011962943