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The sovereign credit default swap (CDS) spreads and exchange rates of the developed economies including the US, Japan, Switzerland and the eurozone with the first three countries' currencies conventionally considered as safe-haven varied in a wide range during the financial crises since late...
Persistent link: https://www.econbiz.de/10013037380
exchange rate expectations anticipated in the currency options, i.e., risk reversals (put premia) of the US dollar versus the …
Persistent link: https://www.econbiz.de/10012982329