Carry trades and global foreign exchange volatility
Year of publication: |
2012
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Authors: | Menkhoff, Lukas ; Sarno, Lucio ; Schmeling, Maik ; Schrimpf, Andreas |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 67.2012, 2, p. 681-718
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Subject: | Devisenmarkt | Foreign exchange market | Welt | World | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Zins | Interest rate | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Equity premium puzzle | Währungsspekulation | Currency speculation |
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