Safe Haven Currencies*
Author:
Affiliation:
1. Swiss National Bank
2. University of St. Gallen
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/14/3/385/26300055/rfq007.pdf
Reference43 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. Risk appetite and exchange rates;Adrian,2009
3. Realized volatility;Andersen,2008
4. Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns;Andersen;Journal of Finance,1997
5. Micro effects of macro announcements: Real-time price discovery in foreign exchange;Andersen;American Economic Review,2004
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