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Carry Funding and Safe Haven Currencies: A Threshold Regression Approach

https://doi.org/10.2139/ssrn.2797013
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jimonfin.2007.04.005openalex-extracted
The Overvaluation of Renminbi Undervaluation
inferredcites →https://doi.org/10.1146/annurev-financial-102710-144913openalex-extracted
Carry Trade and Momentum in Currency Markets
inferredcites →https://doi.org/10.1257/jep.4.3.179openalex-extracted
Anomalies: Foreign Exchange
inferredcites →https://doi.org/10.2139/ssrn.1516838openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.952289openalex-extracted
Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold
inferredcites →https://doi.org/10.3386/w15523openalex-extracted
Currency Carry Trade Regimes: Beyond the Fama Regression
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.12.008openalex-snapshot
Is gold a safe haven? International evidence

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3074549openalex-extracted
inferred← citeshttps://doi.org/10.1016/j.jimonfin.2019.02.011openalex-snapshot
The Risk Premium of Gold
inferred← citeshttps://doi.org/10.2139/ssrn.3427673openalex-snapshot
Anatomy of Sudden Yen Appreciations
inferred← citeshttps://doi.org/10.24149/gwp276openalex-snapshot
Is the Renminbi a Safe Haven?
inferred← citeshttps://doi.org/10.3386/w24342openalex-snapshot
The New Fama Puzzle
inferred← citeshttps://doi.org/10.56506/guux7790openalex-snapshot
Risk-Off Shocks and Spillovers in Safe Havens
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