No longer a safe haven currency? A fresh evidence of Japanese yen under uncertainty
This paper aims to study the safe haven attribute of the Japanese yen under domestic and U.S. economic and policy uncertainty (EPU). Because of the existence of structural changes, a bootstrap rolling window subsample causality test is used to enhance the credibility of the results. The empirical re...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Economists' Association of Vojvodina
2024-01-01
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| Series: | Panoeconomicus |
| Subjects: | |
| Online Access: | https://doiserbia.nb.rs/img/doi/1452-595X/2024/1452-595X2200021L.pdf |