Measures of global uncertainty and carry-trade excess returns
Kimberly A. Berg, Nelson C. Mark
| Year of publication: |
2018
|
|---|---|
| Authors: | Berg, Kimberly A. ; Mark, Nelson C. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 88.2018, p. 212-227
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| Subject: | Beta-risk | Carry trade | Currency excess returns | Global uncertainty | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Risiko | Risk | Welt | World | Devisenmarkt | Foreign exchange market | Globalisierung | Globalization | Theorie | Theory | Währungsrisiko | Exchange rate risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000890