Can I read Yen As A Safe Haven on EtoBox?

Yen As A Safe Haven by Newton Puyol is a document available to read on EtoBox.

What is Yen As A Safe Haven about?

The paper investigates the relationship between the Japanese yen and financial market uncertainty, revealing that the yen appreciates during times of crisis, indicating its role as a safe-haven currency. Using a component CGARCH model, the study finds that increased financial uncertainty, as measured by the VIX and St. Louis FED Financial Stress Index, significantly contributes to the yen

Author

Newton Puyol

Language

EN