The asymmetry in carry trade and the U.S. dollar
Year of publication: |
August 2017
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Authors: | Wu, Chih-Chiang ; Wu, Chang-Che |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 65.2017, p. 304-313
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Subject: | Asymmetric dependence | Carry trade | Copula | Safe haven | U.S. dollar | USA | United States | US-Dollar | US dollar | Währungsspekulation | Currency speculation | Multivariate Verteilung | Multivariate distribution | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Welt | World | Kapitaleinkommen | Capital income | Währungssubstitution | Currency substitution |
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