Time-variant safe haven currencies
Ayano Sato, Hayato Nakata, Jay Percy
| Year of publication: |
2024
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|---|---|
| Authors: | Sato, Ayano ; Nakata, Hayato ; Percy, Jay |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 316-328
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| Subject: | GARCH-in-mean model | Risk aversion | Safe-haven currencies | Risikoaversion | ARCH-Modell | ARCH model | US-Dollar | US dollar | Schweizer Franken | Swiss franc | Schätzung | Estimation | Euro | Yen | Pfund Sterling | Pound Sterling | Theorie | Theory | Währung | Currency | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535558