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  • Search: subject:"Conditional cokurtosis"
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ARCH model 1 ARCH-Modell 1 CAPM 1 China 1 Conditional cokurtosis 1 Conditional coskewness 1 Currency hedging 1 Exchange rate risk 1 Hedging 1 Idiosyncratic skewness 1 International asset pricing 1 Renminbi 1 Volatility 1 Volatilität 1 Währungsrisiko 1
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Chen, Hongyi 1 Cheng, Xin 1 Zhou, Yinggang 1
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Journal of international money and finance 1
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Is the renminbi a safe-haven currency? : Evidence from conditional coskewness and cokurtosis
Cheng, Xin; Chen, Hongyi; Zhou, Yinggang - In: Journal of international money and finance 113 (2021), pp. 1-23
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