The Behavior of Currencies during Risk-off Episodes /

Episodes of increased global risk aversion, also known as risk-off episodes, have become more frequent and severe since 2007. During these episodes, currency markets exhibit recurrent patterns, as the Japanese yen, Swiss franc, and U.S. dollar appreciate against other G-10 and emerging market curren...

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Détails bibliographiques
Auteur principal: De Bock, Reinout
Autres auteurs: de Carvalho Filho, Irineu
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2013.
Collection:IMF Working Papers; Working Paper ; No. 2013/008
Accès en ligne:Full text available on IMF