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Carry Trade

Author

Listed:
  • Oscar Jorda

    (Department of Economics, University of California Davis)

Abstract

To appear in the Encyclopedia of Financial Globalization

Suggested Citation

  • Oscar Jorda, 2010. "Carry Trade," Working Papers 196, University of California, Davis, Department of Economics.
    • Handle: RePEc:cda:wpaper:196
    as

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    File URL: https://repec.dss.ucdavis.edu/files/km1zyMdmh1CTQgB2n4MShpRJ/10-18.pdf
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    References listed on IDEAS

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    More about this item

    Keywords

    carry trade; uncovered interest rate parity; purchasing power parity; arbitrage;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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