Carry trades and tail risk of exchange rates
Year of publication: |
2014
|
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Authors: | Ganepola, Chanaka N. |
Published in: |
Staff studies : official journal of the Central Bank of Sri Lanka. - Colombo : [Verlag nicht ermittelbar], ZDB-ID 2524811-X. - Vol. 44.2014, 1/2, p. 69-108
|
Subject: | Heavy-tailedness | Carry Trade | Value-at-Risk | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Risikomaß | Risk measure | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Risikomanagement | Risk management |
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