Carry Trades and Risk
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Citations
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Cited by:
- Corrado Macchiarelli, 2013.
"On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity,"
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Wiley Blackwell, vol. 21(3), pages 519-535, August.
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DP2014/01, Reserve Bank of New Zealand.
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"US Dollar Carry Trades in the Era of "Cheap Money","
Czech Journal of Economics and Finance (Finance a uver),
Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 374-404, October.
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- Dick, Christian D. & Menkhoff, Lukas, 2013.
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More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-08-15 (All new papers)
- NEP-RMG-2011-08-15 (Risk Management)
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