When carry trades in currency markets are not profitable
Year of publication: |
2014
|
---|---|
Authors: | Baillie, Richard ; Cho, Dooyeon |
Published in: |
Review of development economics. - Oxford : Blackwell, ISSN 1363-6669, ZDB-ID 1345731-7. - Vol. 18.2014, 4, p. 794-803
|
Subject: | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Kapitalmarktrendite | Capital market returns | Welt | World | 2001-2008 |
-
Exchange rates and monetary policy uncertainty
Mueller, Philippe, (2017)
-
Uncertainty, currency excess returns, and risk reversals
Husted, Lucas, (2017)
-
Foreign exchange : an introduction to the core concepts
Mobius, Mark, (2009)
- More ...
-
Long memory, realized volatility and HAR models
Baillie, Richard, (2019)
-
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard, (2014)
-
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard, (2016)
- More ...