On the predictability of carry trade returns : the case of the Chinese Yuan
Calvin W.H. Cheong, Jothee Sinnakkannu, Sockalingam Ramasamy
| Year of publication: |
January 2017
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| Authors: | Cheong, Calvin W. H. ; Sinnakkannu, Jothee ; Ramasamy, Sockalingam |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 358-376
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| Subject: | Chinese Yuan | Carry trade | Uncovered interest parity | FX volatility | Fama-Macbeth | Zinsparität | Interest rate parity | Volatilität | Volatility | China | Renminbi | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876500