Measuring liquidity risk effects on carry trades across currencies and regimes
Year of publication: |
2021
|
---|---|
Authors: | Abankwa, Samuel ; Blenman, Lloyd P. |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 60.2021, p. 1-22
|
Subject: | Carry trade returns | FX liquidity risk | Liquidity risk premium | Principal component analysis | Safe-haven currencies | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Liquidität | Liquidity | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Welt | World | Devisenmarkt | Foreign exchange market | Marktliquidität | Market liquidity |
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