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Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis
16 references·0 citing·44 second hop
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References

  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
  • 2012Carry Trades and Global Foreign Exchange Volatility925 cited
  • 2002Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns840 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 1995The World Price of Foreign Exchange Risk765 cited
  • 1999Autoregressive Conditional Skewness761 cited
  • 2005Stock Market Uncertainty and the Stock-Bond Return Relation655 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
  • 1992

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The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp
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