Optimal currency carry trade strategies
Juan Laborda; Ricardo Laborda; Jose Olmo
| Year of publication: |
2014
|
|---|---|
| Authors: | Laborda, Juan ; Laborda, Ricardo ; Olmo, Jose |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 52-66
|
| Subject: | Currency carry trade | Uncovered interest parity | CRB industrial return | Monetary policy | Optimal parametric portfolio | Kapitaleinkommen | Capital income | Zinsparität | Interest rate parity | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Geldpolitik | Theorie | Theory | Prognose | Forecast | Währungsspekulation | Currency speculation |
| 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/10010531286