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Unexploited currency carry trade profit opportunity

  • Published:2019-01 Issue: Volume:58 Page:236-254
  • ISSN:1042-4431
  • Container-title:Journal of International Financial Markets, Institutions and Money
  • language:en
  • Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Suh Sangwon

Funder

National Research Foundation of Korea

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets;Borsa Istanbul Review;2023-05

2. Conditionally-hedged currency carry trades;Journal of International Financial Markets, Institutions and Money;2022-07

3. A filtered currency carry trade;The North American Journal of Economics and Finance;2021-11

4. The conditional volatility premium on currency portfolios;Journal of International Financial Markets, Institutions and Money;2021-09

5. Risk-adjusted return managed carry trade;Journal of Banking & Finance;2021-08
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