Yield curve risks in currency carry forwards-Reference-Cited by-同舟云学术

Yield curve risks in currency carry forwards

Published:2020-01-31 Issue:4 Volume:40 Page:651-670
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Baek Seungho¹^ORCID,Lee Jeong Wan²,Oh Kyong Joo³,Lee Myoungji⁴

Affiliation:

1. Department of Finance, Koppelman School of BusinessBrooklyn College of the City University of New York Brooklyn New York

2. Department of Economics and FinanceNistler College of Business and Public Administration, University of North Dakota Grand Forks North Dakota

3. Department of Investment Information EngineeringCollege of Engineering, Yonsei UniversitySeoul South Korea

4. Financial Industry Regulatory Authority (FINRA)New York New York

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22091

Reference49 articles.

1. Level, slope, curvature of the sovereign yield curve, and fiscal behaviour

2. Australian Treasury Yield Curve; Reserve Bank of Australia. Retrieved fromhttps://www.rba.gov.au/statistics/tables/#interest‐rates

3. Size and value risk in financial firms

4. Berge T. J. Jordà Ò. &Taylor A. M.(2010).Currency carry trades. NBER Working Paper 16491 National Bureau of Economic Research (NBER). Available athttps://www.nber.org/papers/w16491

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