The impact of jumps on carry trade returns
Suzanne S. Lee; Minho Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Lee, Suzanne S. ; Wang, Minhong |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 2, p. 433-455
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| Subject: | Jump beta | Jump modified carry trade | Foreign exchange rate | Carry trade | Währungsspekulation | Currency speculation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Welt | World | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012131572