The Broad Yen Carry Trade
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- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009.
"Market Liquidity and Funding Liquidity,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Darvas, Zsolt, 2009. "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 944-957, May.
- Ronald McKinnon & Zhao Liu, 2013.
"Modern Currency Wars : The United States versus Japan,"
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- Ronald McKinnon & Zhao Liu, 2013. "Modern Currency Wars : The United States versus Japan," Macroeconomics Working Papers 23714, East Asian Bureau of Economic Research.
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- OGAWA, Eiji & WANG, Zhiqian, 2014. "How Did the Global Financial Crisis Misalign East Asian Currencies?," Working Paper Series G-1-8, Hitotsubashi University Center for Financial Research.
More about this item
KeywordsYen carry trade; liquidity; risk appetite; monetary policy;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MON-2007-11-03 (Monetary Economics)
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