Spillover shifts in the FX market: Implication for the behavior of a safe haven currency-Reference-Cited by-同舟云学术

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Spillover shifts in the FX market: Implication for the behavior of a safe haven currency

Published:2023-03 Issue: Volume:65 Page:101885
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Kim Young Min,Lee Seojin^ORCID

Funder

Hongik University

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;The Financial Review,2010

2. On biases in the measurement of foreign exchange risk premiums;Bekaert;Journal of International Money and Finance,1990

3. Volatility spillover shifts in global financial markets;BenSaida;Economic Modelling,2018

4. Volatility and shocks spillover before and after EMU in European stock markets;Billio;Journal of Multinational Financial Management,2003

5. Carry trades and currency crashes;Brunnermeier,2009

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1. What drives currency connectedness? Evidence from the BRICS currencies;Applied Economics;2024-03-27

2. The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference;International Review of Financial Analysis;2024-01

3. The Asymmetric Effects of Real Estate Uncertainty Shock;Journal of Real Estate Research;2023-12-12

4. Currency portfolio behavior in seven major Asian markets;Economic Analysis and Policy;2023-09

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