Download This PaperExchange Rates and Global Volatility: Implications for Asia-Pacific Currencies
12 Pages Posted: 19 Jun 2012
Date Written: March 2007
Abstract
At times of heightened global equity and bond market volatility, high-yielding currencies tend to depreciate while low-yielding ones tend to serve as a “safe haven”. The whole spectrum of sensitivity to global volatility is represented among Asia-Pacific currencies.
JEL Classification: F3, G1
Suggested Citation: Suggested Citation
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