Foreign exchange risk and the predictability of carry trade returns
Gino Cenedese; Lucio Sarno; Ilias Tsiakas
| Year of publication: |
2014
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|---|---|
| Authors: | Cenedese, Gino ; Sarno, Lucio ; Tsiakas, Ilias |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 302-313
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| Subject: | Exchange rates | Carry trade | Market variance | Average variance | Average correlation | Quantile regression | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Theorie | Theory | Regressionsanalyse | Regression analysis | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Korrelation | Correlation | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection |
| 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/10010408374