𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies

✍ Scribed by Gochoco-Bautista, Maria Socorro; Wang, Jianxin; Yang, Minxian


Book ID
121202854
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
608 KB
Volume
37
Category
Article
ISSN
0378-5920

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The interrelation of price volatility an
✍ Ghulam Sarwar πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 126 KB πŸ‘ 1 views

## Abstract This article examines the interrelations between future volatility of the U.S. dollar/British pound exchange rate and trading volume of currency options for the British pound. The future volatility of the exchange rate is approximated alternatively by implied volatility and by IGARCH vo

Commodity Prices and the Terms of Trade
✍ Prasad Bidarkota; Mario J. Crucini πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 122 KB
The performance of currency hedge funds
✍ Jarkko PeltomΓ€ki πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 121 KB

Hedge funds are often related to the yen carry trade. This paper investigates the exposures of hedge funds that focus on currency assets to the returns of the yen/USD carry trade. The results suggest that the exposure of these hedge funds is positive only when carry trade returns are negative. Also,