Impact of macro-economic surprises on carry trade activity
Year of publication: |
2013
|
---|---|
Authors: | Hutchison, Michael M. ; Sushko, Vladyslav |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 4, p. 1133-1147
|
Subject: | Macro-economic news | Risk reversals | Foreign exchange futures | Carry trade | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market | Welt | World | Volatilität | Volatility | Währungsderivat | Currency derivative | Ankündigungseffekt | Announcement effect |
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