Are stock markets in Asia related to carry trade?
Year of publication: |
2013
|
---|---|
Authors: | Fung, Hung-gay ; Tse, Yiuman ; Zhao, Lin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 25.2013, p. 200-216
|
Subject: | Carry trade | Asian stock market | Causality | Volatility spillovers | Asien | Asia | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Südkorea | South Korea | Hongkong | Hong Kong | Währungsspekulation | Currency speculation | Taiwan | Währungsrisiko | Exchange rate risk | Kausalanalyse | Causality analysis | China |
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