Macroeconomic determinants of carry trade activity
Year of publication: |
2011-09
|
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Authors: | Anzuini, Alessio ; Fornari, Fabio |
Institutions: | Banca d'Italia |
Subject: | carry trade | speculative activity | sign restriction |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 817 |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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