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Kim, 2016 - Google Patents

Currency carry trades: The role of macroeconomic news and futures market speculation

Kim, 2016

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Document ID
5434339118034505307
Author
Kim S
Publication year
Publication venue
Journal of Futures Markets

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Snippet

This paper investigates carry trade opportunities in major currencies against the US dollar over the period January 2, 1999 to December 31, 2012. There is evidence of significant Australian dollar (AUD), Euro, and Japanese yen (JPY) carry trades during noncrisis …
Continue reading at papers.ssrn.com (PDF) (other versions)

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