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

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

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models … that there is no dominating class of time series models, and the different currency pairs relationships with the US dollar …

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …). The results suggest that there is no dominating class of time series models, and the different currency pairs …