Research graph
References from Safe-haven currencies under rare disaster risk: A pre-registered study. Local targets link to admitted publications; unresolved targets remain external evidence.
Rare disasters and asset markets in the twentieth century
10.1162/qjec.121.3.823 · 2006 · External reference
Conditional co-skewness and safe-haven currencies: a regime switching approach
10.1016/j.jempfin.2018.06.001 · 2018 · External reference
Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis
10.1016/j.jimonfin.2021.102359 · 2021 · External reference
Looking at the other side of carry trades: are there any safe-haven currencies?
2014 · External reference
The behavior of currencies during risk-off episodes
10.1016/j.jimonfin.2014.12.009 · 2015 · External reference
Engaging with responsible science. “open for business” – launching the PBFJ pre-registration publication initiative
10.1016/j.pacfin.2022.101837 · 2023 · External reference
Rare disasters and exchange rates
10.1093/qje/qjv040 · 2016 · External reference
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
10.1016/j.frl.2021.102150 · 2022 · External reference
Carry funding and safe haven currencies: a threshold regression approach
10.1016/j.jimonfin.2015.07.005 · 2015 · External reference
Safe-haven currencies under rare disaster risk: a pre-registered report
10.1016/j.pacfin.2025.102901 · 2025 · External reference
Safe-haven currency: an empirical identification
10.1111/roie.12289 · 2017 · External reference
Autoregressive conditional volatility, skewness and kurtosis
10.1016/j.qref.2004.12.020 · 2005 · External reference
The Swiss franc safety premium
10.1186/s41937-017-0014-7 · 2018 · External reference
Unresolved reference
External reference
Time-varying intra-safe haven currency behaviour: the U.S. dollar, the Swiss franc, and the Japanese yen
10.1016/j.qref.2025.101976 · 2025 · External reference
Safe-haven currencies
10.1093/rof/rfq007 · 2010 · External reference
Time-variant safe haven currencies
10.1016/j.iref.2024.04.015 · 2024 · External reference
Can time-varying risk of rare disasters explain aggregate stock market volatility?
10.1111/jofi.12018 · 2013 · External reference
Modeling multivariate conditional higher-order moment volatility
2007 · External reference
Rare disasters, exchange rates, and macroeconomic policy: evidence from COVID-19
10.1016/j.econlet.2021.110099 · 2021 · External reference
Rare disasters, exchange rates, and macroeconomic policy: evidence from COVID-19
10.1016/j.econlet.2021.110099 · ExternalCitation · doi-reference
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
10.1016/j.frl.2021.102150 · ExternalCitation · doi-reference
Time-variant safe haven currencies
10.1016/j.iref.2024.04.015 · ExternalCitation · doi-reference
Conditional co-skewness and safe-haven currencies: a regime switching approach
10.1016/j.jempfin.2018.06.001 · ExternalCitation · doi-reference
The behavior of currencies during risk-off episodes
10.1016/j.jimonfin.2014.12.009 · ExternalCitation · doi-reference
Carry funding and safe haven currencies: a threshold regression approach
10.1016/j.jimonfin.2015.07.005 · ExternalCitation · doi-reference
Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis
10.1016/j.jimonfin.2021.102359 · ExternalCitation · doi-reference
Engaging with responsible science. “open for business” – launching the PBFJ pre-registration publication initiative
10.1016/j.pacfin.2022.101837 · ExternalCitation · doi-reference
Safe-haven currencies under rare disaster risk: a pre-registered report
10.1016/j.pacfin.2025.102901 · ExternalCitation · doi-reference
Autoregressive conditional volatility, skewness and kurtosis
10.1016/j.qref.2004.12.020 · ExternalCitation · doi-reference
Time-varying intra-safe haven currency behaviour: the U.S. dollar, the Swiss franc, and the Japanese yen
10.1016/j.qref.2025.101976 · ExternalCitation · doi-reference
Rare disasters and exchange rates
10.1093/qje/qjv040 · ExternalCitation · doi-reference
Safe-haven currencies
10.1093/rof/rfq007 · ExternalCitation · doi-reference
Can time-varying risk of rare disasters explain aggregate stock market volatility?
10.1111/jofi.12018 · ExternalCitation · doi-reference
Safe-haven currency: an empirical identification
10.1111/roie.12289 · ExternalCitation · doi-reference
Rare disasters and asset markets in the twentieth century
10.1162/qjec.121.3.823 · ExternalCitation · doi-reference
The Swiss franc safety premium
10.1186/s41937-017-0014-7 · ExternalCitation · doi-reference
