The tail behavior of safe haven currencies: A cross-quantilogram analysis

D Cho, H Han - Journal of International Financial Markets, Institutions …, 2021 - Elsevier
This paper investigates the tail behavior of safe haven currencies using high-frequency data
during both financially good and bad times over the period 2004–2017. The analysis uses …
被引用次数：57 相关文章

The tail behavior of safe haven currencies: A cross-quantilogram analysis

D Cho, H Han - Journal of International Financial Markets …, 2021 - econpapers.repec.org
This paper investigates the tail behavior of safe haven currencies using high-frequency data
during both financially good and bad times over the period 2004–2017. The analysis uses …

The tail behavior of safe haven currencies: A cross-quantilogram analysis

D Cho, H Han - … of International Financial Markets, Institutions and …, 2021 - ideas.repec.org
This paper investigates the tail behavior of safe haven currencies using high-frequency data
during both financially good and bad times over the period 2004–2017. The analysis uses …

The tail behavior of safe haven currencies: A cross-quantilogram analysis

D Cho, H Han - JOURNAL OF INTERNATIONAL FINANCIAL …, 2021 - scholarworks.bwise.kr
This paper investigates the tail behavior of safe haven currencies using high-frequency data
during both financially good and bad times over the period 2004-2017. The analysis uses …

[引用][C] The tail behavior of safe haven currencies: A cross-quantilogram analysis

D Cho, H Han - Journal of International Financial Markets, Institutions …, 2021 - cir.nii.ac.jp
The tail behavior of safe haven currencies: A cross-quantilogram analysis | CiNii Research
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