Benefits of wavelet-based carry trade diversification
Vitaly Orlov; Janne Äijö
| Year of publication: |
2015
|
|---|---|
| Authors: | Orlov, Vitaly ; Äijö, Janne |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 17-32
|
| Subject: | Carry trade | Wavelet analysis | Carry trade diversification | Financial crisis | Währungsspekulation | Currency speculation | Diversifikation | Diversification | Finanzkrise | Kapitaleinkommen | Capital income | Welt | World | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011325759