Do the carry trades respond to geopolitical risks? : evidence from BRICS countries
Year of publication: |
2023
|
---|---|
Authors: | Cepni, Oguzhan ; Emirmahmutoglu, Furkan ; Güney, Ethem ; Yılmaz, Muhammed Hasan |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 47.2023, 2, p. 1-15
|
Subject: | BRICS countries | Carry trade | Geopolitical risks | Non-parametric time-varying coefficients panel regression | Time-varying Granger causality | BRICS-Staaten | Geopolitik | Geopolitics | Währungsspekulation | Currency speculation | Kausalanalyse | Causality analysis | Schätzung | Estimation | Panel | Panel study | Regressionsanalyse | Regression analysis | Risiko | Risk | Welt | World | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income |
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