Empirical evidence on the currency carry trade, 1900-2012
Year of publication: |
March 2015
|
---|---|
Authors: | Doskov, Nikolay ; Swinkels, Laurens |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 51.2015, p. 370-389
|
Subject: | Currency carry trade | Currency crisis | Foreign exchange | Forward discount | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Währungskrise | Kapitaleinkommen | Capital income | Währungsderivat | Currency derivative | Prognose | Forecast |
-
Shehadeh, Ali, (2021)
-
Speculator activity and the cross-asset predictability of FX returns
Hasselgren, Anton, (2020)
-
The exchange rate effect of multi-currency risk arbitrage
Hau, Harald, (2014)
- More ...
-
Empirical Evidence on the Currency Carry Trade, 1900-2012
Doskov, Nikolay, (2016)
-
Empirical evidence on the currency carry trade, 1900–2012
Doskov, Nikolay, (2015)
-
The shadow price of liquidity in asset allocation : a case study
Van Luu, Bac, (2014)
- More ...