Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
Year of publication: |
2014-02
|
---|---|
Authors: | Coudert, Virginie ; Guillaumin, Cyriac ; Raymond, Hélene |
Institutions: | Centre d'études prospectives et d'informations internationales (CEPII) |
Subject: | Carry trades | Safe haven | Safe haven currencies | Fama equation | Financial cycle | Smooth transition regression models |
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