International correlation risk
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Cited by:
- Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019.
"Volatility risk premia and future commodity returns,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 341-360.
- José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility Risk Premia and Future Commodity Returns," Working Papers Series 455, Central Bank of Brazil, Research Department.
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More about this item
Keywords
carry trade; correlation risk; habit; international finance; exchange rates;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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