Empirical evidence on the currency carry trade, 1900–2012
Year of publication: |
2015
|
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Authors: | Doskov, Nikolay ; Swinkels, Laurens |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 51.2015, C, p. 370-389
|
Publisher: |
Elsevier |
Subject: | Currency carry trade | Currency crisis | Foreign exchange | Forward discount |
Type of publication: | Article |
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Classification: | E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; F31 - Foreign Exchange ; G15 - International Financial Markets ; N20 - Financial Markets and Institutions. General, International, or Comparative |
Source: |
-
Empirical Evidence on the Currency Carry Trade, 1900-2012
Doskov, Nikolay, (2016)
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Empirical evidence on the currency carry trade, 1900-2012
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MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING
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Empirical evidence on the currency carry trade, 1900-2012
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Empirical Evidence on the Currency Carry Trade, 1900-2012
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