The relationship between carry trade and asset markets in South Africa
Year of publication: |
2021
|
---|---|
Authors: | Bonga-Bonga, Lumengo ; Maake, Tebogo |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 7, Art.-No. 300, p. 1-13
|
Subject: | asset markets | currency carry trade | dynamic correlation | risk spillover | Südafrika | South Africa | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14070300 [DOI] hdl:10419/258404 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino, (2014)
-
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew, (2017)
-
Forecasting Covariance for Optimal Carry Trade Portfolio Allocations
Ames, Matthew, (2016)
- More ...
-
The relationship between carry trade and asset markets in South Africa
Bonga-Bonga, Lumengo, (2021)
-
Bonga-Bonga, Lumengo, (2009)
-
Fiscal stimulation of human capital and resultant economic growth in South Africa
Van Zyl, Gerhardus, (2008)
- More ...