Common information in carry trade risk factors
Year of publication: |
2018
|
---|---|
Authors: | Byrne, Joseph P. ; Ibrahim, Boulis Maher ; Sakemoto, Ryuta |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 52.2018, p. 37-47
|
Subject: | Currency carry trade | Risk factor | Principal components | Fama-MacBeth | Kapitaleinkommen | Capital income | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market |
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