Carry-trades on the yen and the Swiss franc: are they different?-Reference-Cited by-同舟云学术

Carry-trades on the yen and the Swiss franc: are they different?

Published:2011-06-14 Issue:3 Volume:37 Page:402-423
ISSN:1055-0925
Container-title:Journal of Economics and Finance
language:en
Short-container-title:J Econ Finan

Author:

Mollick André Varella,Assefa Tibebe Abebe

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

http://link.springer.com/content/pdf/10.1007/s12197-011-9194-7.pdf

Reference32 articles.

1. Bai S, Mollick A (2010) Currency Crisis and the forward discount bias: evidence from emerging economies under breaks. J Int Financial Markets Institutions Money 20(5):556–574

2. Brunnermeier M, Nagel S, Pedersen L (2009) Carry trades and currency crashes. NBER Macroecon Annu 2008(23):313–347

3. Burnside C, Eichenbaum M, Rebelo S (2009) Understanding the forward premium puzzle: a microstructure approach. Am Econ J Macroecon 1(2):127–154

4. Clarida R, Davis J, Pedersen N (2009) Currency carry trade regimes: beyond the fama regression. J Int Money Finance 28:1375–1389

5. Deutsche Bundesbank (2005). Exchange rates and interest rate differentials: recent developments since the introduction of the euro. Monthly Report 27–41.

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