Evidence of risk premiums in emerging market carry trade currencies
Year of publication: |
September 2016
|
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Authors: | Santos, Marcelo Bittencourt Coelho dos ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 44.2016, p. 103-115
|
Subject: | Interest rate parity | Risk premium | Exchange rate | CGARCH-M | Emerging markets | Risikoprämie | Schwellenländer | Emerging economies | Zinsparität | Welt | World | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | Wechselkurs |
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