Macroeconomic surprises, market environment, and safe-haven currencies
Abstract We study the reaction of the CHF and JPY to macroeconomic surprises and changes in the broader market environment before and during the crisis using high-frequency data. Results show that the CHF and JPY are traditionally more sensitive to macroeconomic surprises than other currencies, refl...
I tiakina i:
| Ngā kaituhi matua: | , , |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
SpringerOpen
2019-05-01
|
| Rangatū: | Swiss Journal of Economics and Statistics |
| Ngā marau: | |
| Urunga tuihono: | http://link.springer.com/article/10.1186/s41937-019-0031-9 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|