Carry trades and global foreign exchange volatility
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
| Year of publication: |
2012
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|---|---|
| Authors: | Menkhoff, Lukas ; Sarno, Lucio ; Schmeling, Maik ; Schrimpf, Andreas |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 67.2012, 2, p. 681-718
|
| Subject: | Devisenmarkt | Foreign exchange market | Welt | World | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Zins | Interest rate | Equity-Premium-Puzzle | Equity premium puzzle | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009533994