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Exchange rates and global volatility: implications for Asia-Pacific currencies

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Author Info
John Cairns
Corrinne Ho
Robert McCauley

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Abstract

At times of heightened global equity and bond market volatility, high-yielding currencies tend to depreciate while low-yielding ones tend to serve as a "safe haven". The whole spectrum of sensitivity to global volatility is represented among Asia-Pacific currencies.

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Publisher Info
Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2007)
Issue (Month): (March)
Pages:
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Handle: RePEc:bis:bisqtr:0703f

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Related research
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Find related papers by JEL classification:
F3 - International Economics - - International Finance
G1 - Financial Economics - - General Financial Markets

Cited by:
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  1. Hideki Nishigaki, 2007. "Relationship between the yen carry trade and the related financial variables," Economics Bulletin, Economics Bulletin, vol. 13(2), pages 1-7. [Downloadable!]
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This page was last updated on 2008-4-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.