Does previous carry trade position affect following investors' decision-making and carry returns?
Ziyun Zhang, Su Chen, Bo Li
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Ziyun ; Chen, Su ; Li, Bo |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 80.2022, p. 1-16
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| Subject: | Carry trade return | Carry trade scale | Foreign exchange risk | Panel VAR | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Anlageverhalten | Behavioural finance | VAR-Modell | VAR model | Welt | World | Schätzung | Estimation | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366296