Downside market risk of carry trades
Year of publication: |
2014
|
---|---|
Authors: | Dobrynskaya, Victoria |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 18.2014, 5, p. 1885-1913
|
Subject: | Equity-Premium-Puzzle | Equity premium puzzle | Zinsparität | Interest rate parity | Währungsrisiko | Exchange rate risk |
-
Carry trades, order flow and the forward bias puzzle
Breedon, Francis J., (2015)
-
Carry trade and foreign exchange rate puzzles
Spronk, Richard, (2013)
-
Understanding the price of volatility risk in carry trades
Ahmed, Shamim, (2015)
- More ...
-
Dobrynskaja, V. V., (2008)
-
Dobrynskaya, Victoria, (2009)
-
Dobrynskaya, Victoria, (2008)
- More ...