Crash-neutral currency carry trades
Jakub W. Jurek
| Year of publication: |
2014
|
|---|---|
| Authors: | Jurek, Jakub W. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 113.2014, 3, p. 325-347
|
| Subject: | Carry trade | Crash risk | Foreign exchange option | Forward premium anomaly | Uncovered interest rate parity | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Währungsspekulation | Currency speculation | Währungsderivat | Currency derivative | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Welt | World | Schätzung | Estimation |
| 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/10010495135