In Search Of Safe Haven Currencies

Hosted by FARU - Chaired by Dr Nicholas Tsitsianis

In search of safe haven currencies 27 February 2013 13:30 de Havilland Campus
W040 Law Court Building

About the event

Event type: Seminar

The interest of exchange rate theory literature in the behaviour of safe haven currencies has been constantly increasing over the last decade.

We study the safe haven properties of five major currencies for a 20-year period.

Although our findings suggest that the effective exchange rates of some currencies are negatively related to global equity returns, our findings also indicate that the strength and the sign of this relationship is not constant over time.

The speaker will be Dr George Katechos.

For more information and booking