Time-variant safe haven currencies
Author:
Funder
Yale University
Japan Society for the Promotion of Science
Publisher
Elsevier BV
Reference38 articles.
1. Is gold a hedge or a safe-haven asset in the COVID-19 crisis?;Akhtaruzzaman;Economic Modelling,2021
2. Risk-off shocks and spillover in safe havens;Beirne;Pacific-Basin Finance Journal,2023
3. The curious case of the yen as a safe haven currency: A forensic analysis;Botman;IMF Working Paper,2013
4. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data;Boubaker;Physica A,2020
5. Do wealth fluctuations generate time-varying risk aversion? Micro-Evidence on individuals’ asset allocation;Brunnermeier;The American Economic Review,2008
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