Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model

2021 ◽  
pp. 102539
Author(s):  
Fabian Fink ◽  
Lukas Frei ◽  
Oliver Gloede
Keyword(s):  
Swiss Franc ◽  
Time Varying ◽  
Global Risk ◽  
Decomposition Model ◽  
Factor Decomposition

scholarly journals Safe Haven Currencies

2020 ◽  
Vol 26 (4) ◽  
pp. 579-591
Keyword(s):  
Financial Risk ◽  
Swiss Franc ◽  
Global Risk ◽  
Safe Haven ◽  
Number Of Factors ◽  
The Us ◽  
Us Dollar ◽  
Japanese Yen ◽  
The Stability ◽  
Safe Haven Currency

As other safe haven assets, safe haven currencies are sought by investors to mitigate financial risk when economic turbulence hits. Three major safe haven currencies are the US dollar (USD), the Japanese yen (JPY) and the Swiss franc (CHF). The euro is now in competition as an alternative safe haven currency. US dollar will remain the best safe haven currency in the short term and the best investment currency in the medium term. In every uncertainty of the US equity market as well as in the case of a decline of the US dollar, the investor may consider investing in a safe haven currency like the yen or the Swiss franc. Given the stability of Swiss government and financial system of the country, the increased foreign demand for the currency usually pushes the Swiss franc upward. There are number of factors, characterizing the dynamics in which the investors fall, rushing to the Japanese yen during periods of global risk aversion. Traders looked for refuge in the cryptocurrency because they cannot find refuge elsewhere.

scholarly journals Factors Affecting Regional Per-Capita Carbon Emissions in China Based on an LMDI Factor Decomposition Model

PLoS ONE ◽  
2013 ◽  
Vol 8 (12) ◽  
pp. e80888 ◽  
Author(s):  
Feng Dong ◽  
Ruyin Long ◽  
Hong Chen ◽  
Xiaohui Li ◽  
Qingliang Yang
Keyword(s):  
Carbon Emissions ◽  
Factors Affecting ◽  
Decomposition Model ◽  
Factor Decomposition ◽  
Per Capita

scholarly journals Risk-Off Episodes and Swiss Franc Appreciation: The Role of Capital Flows

2015 ◽  
Vol 16 (4) ◽  
pp. 439-463 ◽  
Author(s):  
Irineu de Carvalho Filho
Keyword(s):  
Capital Flows ◽  
Foreign Debt ◽  
Capital Controls ◽  
Swiss Franc ◽  
Global Risk ◽  
Flow Management ◽  
Capital Movements ◽  
Management Policies ◽  
The Impact

AbstractDuring episodes of increased global risk aversion, or risk-off episodes, safe haven currencies such as the Swiss franc tend to appreciate. The immediate impact of a risk-off shock is an increase in net private inflows to Switzerland, mostly driven by a reduction in Swiss residents’ net purchases of foreign debt securities and reduced foreign exposure by Swiss banks. Given that the bulk of capital movements related to risk-off episodes is driven by decisions of Swiss residents, capital flow management policies that discriminate based on the residency of the investor (capital controls) are not likely to be effective at reducing the impact of risk-off episodes. However, prudential policies that limit leveraging or foreign exposure by Swiss banks may diminish the volatility of capital flows during risk-off episodes.

scholarly journals Latent Factor Decomposition Model: Applications for Questionnaire Data *

2021 ◽  
Author(s):  
Connor J. McLaughlin ◽  
Efi G. Kokkotou ◽  
Jean A. King ◽  
Lisa A. Conboy ◽  
Ali Yousefi
Keyword(s):  
Questionnaire Data ◽  
Latent Factor ◽  
Decomposition Model ◽  
Factor Decomposition
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