The Time-Varying Systematic Risk of Carry Trade Strategies
Year of publication: |
2013
|
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Authors: | Christiansen, Charlotte |
Other Persons: | Ranaldo, Angelo (contributor) ; Söderlind, Paul (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Währungsspekulation | Currency speculation | Portfolio-Management | Portfolio selection | Welt | World | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 5, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1569558 [DOI] |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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