Diversification role of currency momentum for carry trade : evidence from financial crises
Ehab Yamani
| Year of publication: |
2019
|
|---|---|
| Authors: | Yamani, Ehab |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 49.2019, p. 1-19
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| Subject: | Carry trade | Currency hedging | Currency momentum | Exchange rate | Heterogeneous agent models | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Welt | World | Hedging | Währungsrisiko | Exchange rate risk | Portfolio-Management | Portfolio selection | Wechselkurs | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2019.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314313