Predictability of currency carry trades and asset pricing implications
Gurdip Bakshi; George Panayotov
| Year of publication: |
2013
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Panayotov, George |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 1, p. 139-163
|
| Subject: | Currency carry trades | Predictability | Commodity returns | Currency volatility | Liquidity | Predictability-based decision rule | Currency-related risk factors | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Prognose | Forecast | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | 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/10010207758