Safe haven for crude oil: Gold or currencies?
Author:
Funder
National Natural Science Foundation of China
China Postdoctoral Science Foundation
Publisher
Elsevier BV
Subject
Finance
Reference24 articles.
1. The impact of oil shocks on exchange rates: a Markov-switching approach;Basher;Energy Econ.,2016
2. Is gold a safe haven? International evidence;Baur;J. Bank. Financ.,2010
3. Global currency hedging;Campbell;J. Finance,2010
4. Conditional co-skewness and safe-haven currencies: a regime switching approach;Chan;J. Empir. Finance,2018
5. Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis;Cheng;J. Int. Money Finance,2021
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