The effect of political risk on currency carry trades
Nebojsa Dimic, Vitaly Orlov, Vanja Piljak
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Dimic, Nebojsa ; Orlov, Vitaly ; Piljak, Vanja |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 75-78
|
| Subject: | Political risk | Carry trades | Forward premium puzzle | Währungsrisiko | Exchange rate risk | Länderrisiko | Country risk | Risikoprämie | Risk premium | Welt | World | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Equity-Premium-Puzzle | Equity premium puzzle | Zinsparität | Interest rate parity | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657457