Spillover shifts in the FX market : implication for the behavior of a safe haven currency
Year of publication: |
2023
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Authors: | Kim, Young Min ; Lee, Seojin |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 65.2023, p. 1-12
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Subject: | Safe haven currencies | Markov switching | Risk transmission | Spillovers | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Schweizer Franken | Swiss franc | Finanzkrise | Financial crisis | Euro | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Währung | Currency | Yen |
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