Conditional co-skewness and safe-haven currencies : a regime switching approach
Kalok Chan, Jian Yang, Yinggang Zhou
| Year of publication: |
2018
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|---|---|
| Authors: | Chan, Kalok ; Yang, Jian ; Zhou, Yinggang |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 48.2018, p. 58-80
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| Subject: | Currency hedging | Safe-haven currencies | Conditional co-skewness | Regime switching | International asset pricing | Hedging | CAPM | Währungsrisiko | Exchange rate risk | ARCH-Modell | ARCH model | Theorie | Theory | Wechselkurssystem | Exchange rate regime | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2018.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012109268