Concepedia

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

Xin Cheng, Hongyi Chen, Yinggang Zhou

Journal of International Money and Finance · 2021 · 19 citations · 38 references

DOI

Concepts

References

38

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

, , +10

Conditional Skewness in Asset Pricing Tests

Campbell R. Harvey, Akhtar R. Siddique · The Journal of Finance · 2000 · 2.9K citations

, , +17

Is gold a safe haven? International evidence

Dirk G. Baur, Thomas K. J. McDermott · Journal of Banking & Finance · 2010 · 1.8K citations

, , +10

Precautionary Saving in the Small and in the Large

Miles Kimball · Econometrica · 1990 · 1.8K citations

, , +11

International Asset Allocation With Regime Shifts

Andrew Ang, Geert Bekaert · Review of Financial Studies · 2002 · 1.8K citations

, , +12