Dynamic risk factors in carry trades
Year of publication: |
2019
|
---|---|
Authors: | Baek, Seungho ; Lee, Kwan Yong ; Glambosky, Mina |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 29.2019, 1, p. 55-75
|
Subject: | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Schätzung | Estimation |
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