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ナカタ ハヤト
中田 勇人 所属 経済学部 経済学科 職種 教授 |
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| 言語種別 | 英語 |
| 発行・発表の年月 | 2022/12 |
| 形態種別 | その他の著書・論文 |
| 標題 | Time-varying safe haven status of major currencies |
| 執筆形態 | 共著 |
| 掲載誌名 | Meisei University, Graduate School / School of Economics, Discussion Paper Series |
| 掲載区分 | 国内 |
| 出版社・発行元 | Meisei University, Graduate School / School of Economics |
| 巻・号・頁 | No.44 |
| 総ページ数 | 34 |
| 担当区分 | 責任著者 |
| 著者・共著者 | ◎Ayano Sato, Hayato Nakata, Jay Percy |
| 概要 | The main objective of this paper is to investigate the temporal variation of the safe haven status of the Japanese yen, Swiss franc, British pound and euro relative to the U.S. dollar. We define a safe haven currency as the currency investors prefer to purchase when exchange rate volatility is high, focusing on a time-varying degree of
risk aversion for the four currencies. |