Search Results - subject:"safe-haven currency"

Drivers of post-pandemic currency movement : recurring impacts of sovereign risks and oil prices

Masujima, Yuki; Sato, Yuki - 2024

Persistent link: https://www.econbiz.de/10014531622

Safe haven currencies : a dependence-switching copula approach

Michelis, Leo; Ning, Cathy Q.; Ponrajah, Jeremey - 2024

Persistent link: https://www.econbiz.de/10015052606

Research on safe-haven currencies under global uncertainty : a new perception based on the East Asian market

Lu, Changrong; Yu, Fandi; Li, Jiaxiang; Li, Shilong - In: Global finance journal 62 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015421507

Macro news effects on exchange rates : difference between carry trade target and safe-haven currencies

Wang, Wenhao; Lin, Zhitao; Hu, Bing - In: Finance research letters 53 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472521

Exchange rate predictive densities and currency risks : a quantile regression approach

Yapi, Niango Ange Joseph - 2020

Persistent link: https://www.econbiz.de/10012242256

Time-varying intra-safe haven currency behaviour : the U.S. dollar, the Swiss franc, and the Japanese yen

Park, Keehwan; Fang, Zhongzheng - In: The quarterly review of economics and finance 100 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015405559

Time-variant safe-haven currency status and determinants

Masujima, Yuki - 2019

Persistent link: https://www.econbiz.de/10012134612

Is China's Currency Increasingly Important? : New Evidence from Renminbi Exchange Rates

Zhou, Yinggang; Cheng, Xin - 2024

regionally as an anchor currency and safe-haven currency, indicating that RMB is becoming systemically important despite its … Why is RMB Systemically Important? -- Chapter 5 Is RMB a Safe Haven Currency? -- Chapter 6 Conclusions -- References. …

Persistent link: https://www.econbiz.de/10014544852

Volatility and dynamic currency hedging

Cho, Jae-Beom; Min, Hong-ghi; McDonald, Judith Ann - In: Journal of international financial markets, … 64 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012495677

On the rewards to international investing: A safe haven currency perspective

Danthine, Jean-Pierre; Danthine, Samuel - In: Swiss Journal of Economics and Statistics 154 (2018) 1, pp. 1-16

The safe haven property of the Swiss franc presents a specific challenge for internationally minded Swiss-based investors. The central issue is whether the traditional under-performance of Swiss assets is made up by the secular appreciation of the Swiss franc combined with the propensity of the...

Persistent link: https://www.econbiz.de/10013205754