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Zhuoshi Zhang, Li Du
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Carry funding and safe haven currencies: a threshold regression approach
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Safe-haven currencies under rare disaster risk: a pre-registered report
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Safe-haven currency: an empirical identification
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The Swiss franc safety premium
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Unresolved referenced work
Kept as external metadata until matched
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
Safe-haven currencies
10.1093/rof/rfq007 · 2010
Time-variant safe haven currencies
10.1016/j.iref.2024.04.015 · 2024
Can time-varying risk of rare disasters explain aggregate stock market volatility?
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Modeling multivariate conditional higher-order moment volatility
2007
Rare disasters, exchange rates, and macroeconomic policy: evidence from COVID-19
10.1016/j.econlet.2021.110099 · 2021
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