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  • Search: subject:"Conditional co-skewness"
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ARCH model 1 ARCH-Modell 1 CAPM 1 Conditional co-skewness 1 Currency hedging 1 Exchange rate regime 1 Exchange rate risk 1 Hedging 1 International asset pricing 1 Regime switching 1 Safe-haven currencies 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Wechselkurssystem 1 Währungsrisiko 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chan, Kalok 1 Yang, Jian 1 Zhou, Yinggang 1
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Journal of empirical finance 1
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Conditional co-skewness and safe-haven currencies : a regime switching approach
Chan, Kalok; Yang, Jian; Zhou, Yinggang - In: Journal of empirical finance 48 (2018), pp. 58-80
Persistent link: https://www.econbiz.de/10012109268
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