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Getting beyond carry trade : what makes a safe haven currency?
Habib, Maurizio Michael; Stracca, Livio - 2011
There is already a substantial literature documenting the fact that low yield currencies typically appreciate during times of global financial stress and behave as safe havens. The main objective of this paper is to find out what the fundamentals of safe haven currencies are. We analyse a large...
Persistent link: https://www.econbiz.de/10008901495
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Safe haven currencies : a portfolio perspective
Cenedese, Gino - 2015
Persistent link: https://www.econbiz.de/10011327165
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Getting Beyond Carry Trade : What Makes a Safe Haven Currency?
Habib, Maurizio Michael - 2011
There is already a substantial literature documenting the fact that low yield currencies typically appreciate during times of global financial stress and behave as safe havens. The main objective of this paper is to find out what the fundamentals of safe haven currencies are. We analyse a large...
Persistent link: https://www.econbiz.de/10013131638
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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
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US dollar carry trades in the era of "cheap money"
Shehadeh, Ali; Erdős, Péter; Li, Youwei; Moore, Michael J. - In: Finance a úvěr 66 (2016) 5, pp. 374-404
Persistent link: https://www.econbiz.de/10011582471
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The asymmetry in carry trade and the U.S. dollar
Wu, Chih-Chiang; Wu, Chang-Che - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 304-313
Persistent link: https://www.econbiz.de/10011792496
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Dollar carry timing
Souza, Thiago de Oliveira - 2020
Persistent link: https://www.econbiz.de/10012383860
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Looking at the other side of carry trades : are there any safe haven currencies?
Coudert, Virginie; Guillaumin, Cyriac; Raymond, Hélène - 2014
Persistent link: https://www.econbiz.de/10010383329
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Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver; MacDonald, Ronald - 2014
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/10010433356
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Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver; MacDonald, Ronald - In: Journal of international money and finance 59 (2015), pp. 185-202
Persistent link: https://www.econbiz.de/10011478323