Time-varying intra-safe haven currency behaviour : the U.S. dollar, the Swiss franc, and the Japanese yen
Year of publication: |
2025
|
---|---|
Authors: | Park, Keehwan ; Fang, Zhongzheng |
Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 100.2025, Art.-No. 101976, p. 1-10
|
Subject: | Financial crisis versus real crisis | Flight to quality in currency markets | Interactive crisis dummy variables | Intra-safe haven currency behaviour | Quantile regression | Finanzkrise | Financial crisis | Schweizer Franken | Swiss franc | Japan | Yen | Währungskrise | Currency crisis | US-Dollar | US dollar | Schätzung | Estimation | Schweiz | Switzerland | Internationaler Finanzmarkt | International financial market | Wechselkurs | Exchange rate | Regressionsanalyse | Regression analysis | Welt | World | Devisenmarkt | Foreign exchange market | Euro |
-
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2014)
-
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2014)
-
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2015)
- More ...
-
Fractional non-diversifiable risk and stock market returns
Park, Keehwan, (2021)
-
The value-growth premium in a time-varying risk return framework
Park, Keehwan, (2023)
-
Which is better : value strategy or growth strategy?
Park, Keehwan, (2022)
- More ...