The Behavior of Currencies during Risk-off Episodes
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- De Bock, Reinout & de Carvalho Filho, Irineu, 2015. "The behavior of currencies during risk-off episodes," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 218-234.
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More about this item
Keywords
WP; currency; U.S. dollar; Risk-off Episodes; currency risk factors; exchange rates; safe haven currencies; Ukrainian hryvnia; New Zealand dollar; risk-off episode; currency weakness; mean reversion; Mexican peso; Currencies; Depreciation; Current account balance; Central bank policy rate; Global; Africa;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
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