Systemic risk in carry-trade portfolios
Year of publication: |
February 2017
|
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Authors: | Liu, Chih-Liang ; Yang, Hsin-Feng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 40-46
|
Subject: | Carry trade | Systemic contagion | CoVaR model | Financial crisis | Finanzkrise | Systemrisiko | Systemic risk | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Contagion effect | Währungsspekulation | Currency speculation | Welt | World | Risikomaß | Risk measure | Währungskrise | Currency crisis | Bankenkrise | Banking crisis | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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