Carry
Ralph S.J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen, Evert B. Vrugt
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Koijen, Ralph S. J. ; Moskowitz, Tobias J. ; Pedersen, Lasse Heje ; Vrugt, Evert B. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 127.2018, 2, p. 197-225
|
| Subject: | Carry trade | Predictability | Stocks | Bonds | Currencies | Commodities | Corporate Bonds | Options | Liquidity risk | Volatility risk | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | Kapitaleinkommen | Capital income | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | Finanzmarkt | Financial market | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2017.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011968803