jpy_safe_haven
Ranaldo-Söderlind (2010) Rev. of Finance — JPY safe-haven currency: negative safe-haven beta during global crises
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
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0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Ranaldo-Söderlind (2010) Rev. of Finance — JPY safe-haven currency: negative safe-haven beta during global crises
Supported Markets
FX
State Transition History
No state changes recorded yet