The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Eric Girardin, Fatemeh Salimi Namin
| Year of publication: |
2019
|
|---|---|
| Authors: | Girardin, Eric ; Namin, Fatemeh Salimi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 422-439
|
| Subject: | Carry trade | Foreign currency market | Markov-switching | Month effect | Seasonality | UEP | Devisenmarkt | Foreign exchange market | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Börsenkurs | Share price | Schätzung | Estimation | Währungsrisiko | Exchange rate risk | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.07.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202131