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Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis · Study

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ArticleIs the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis

Xin Cheng2021

Article2021

Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis

Xin Cheng · Hongyi Chen · Yinggang Zhou

22 citations·0/0 files stored·Journal of International Money and Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2000Conditional Skewness in Asset Pricing Tests 2010Is gold a safe haven? International evidence 1990Precautionary Saving in the Small and in the Large 2002International Asset Allocation With Regime Shifts 1989Precautionary Saving in the Small and in the Large 1996Modeling the conditional distribution of interest rates as a regime-switching process 2011Common Risk Factors in Currency Markets 2012Carry Trades and Global Foreign Exchange Volatility

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Year2021

Typearticle

Published2021-01-22

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations22

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jimonfin.2021.102359

openalex_workW3124950652

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