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The curious case of the yen as a safe haven currency : a forensic analysis
Botman, Dennis P. J.; Carvalho Filho, Irineu de; Lam, … - 2013
Persistent link: https://www.econbiz.de/10010389973
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The Curious Case of the Yen as a Safe Haven Currency : A Forensic Analysis
Botman, Dennis P. J. - 2013
During risk-off episodes, the yen is a safe haven currency and on average appreciates against the U.S. dollar. We … investigate the proximate causes of yen risk-off appreciations. We find that neither capital inflows nor expectations of the … future monetary policy stance can explain the yen’s safe haven behavior. In contrast, we find evidence that changes in market …
Persistent link: https://www.econbiz.de/10014394536
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Financial globalisation, derivatives, volatility and the challenge for the policies of central banks
Goodhart, Charles A. E. - 1995
Persistent link: https://www.econbiz.de/10000612642
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International transmission of volatility between stock and stock index futures markets
Puttonen, Vesa - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 97-115
Persistent link: https://www.econbiz.de/10001508146
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Financial globalization, derivatives, volatility, and the challenge for the policies of central banks
Goodhart, Charles A. E.; Crockett, Andrew - In: Monetary policy in an integrated world economy : …, (pp. 61-90). 1996
Persistent link: https://www.econbiz.de/10001318796
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Information and volatility in futures and spot markets : the case of Japanese Yen
Song, Frank M.; Chatrath, Arjun - 1997
Persistent link: https://www.econbiz.de/10000977581
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Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka - In: Economie & prévision : EP (2001) 2, pp. 71-97
Persistent link: https://www.econbiz.de/10001674730
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Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka - 2001
Persistent link: https://www.econbiz.de/10001563631
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Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186