Work

Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis

Year: 2021

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2021.102359

Authors: Xin Cheng, Hongyi Chen, Yinggang Zhou

Institutions: Southwestern University of Finance and Economics, Hong Kong Institute for Monetary and Financial Research, Xiamen University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities, National Social Science Fund of China, Humanities and Social Science Fund of Ministry of Education of China

OpenAlex ID: W3124950652

FWCI: 3.109

Cites: 45

Cited by: 22

Related to: 10