The profitability of carry trades
Year of publication: |
2009
|
---|---|
Authors: | Olmo, Jose ; Pilbeam, Keith |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 5.2009, 2, p. 231-241
|
Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Währungsspekulation | Currency speculation | Zinsparität | Interest rate parity | Kapitaleinkommen | Capital income | Yen | Euro | Schweizer Franken | Swiss franc | Schätzung | Estimation | Welt | World |
-
Safe haven currencies : a portfolio perspective
Cenedese, Gino, (2015)
-
Getting beyond carry trade : what makes a safe haven currency?
Habib, Maurizio Michael, (2011)
-
Getting Beyond Carry Trade : What Makes a Safe Haven Currency?
Habib, Maurizio Michael, (2011)
- More ...
-
The measurement and application of risk in economics and finance
Olmo, Jose, (2008)
-
Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose, (2009)
-
The forward discount puzzle and market efficiency
Pilbeam, Keith, (2011)
- More ...