The impact of jumps on carry trade returns Article

Lee, Suzanne S, Wang, Minho. (2019). The impact of jumps on carry trade returns . Journal of Financial Economics, 131(2), 433-455. 10.1016/j.jfineco.2018.08.006

cited authors

  • Lee, Suzanne S; Wang, Minho

sustainable development goals

authors

publication date

  • February 1, 2019

published in

keywords

  • Business & Economics
  • Business, Finance
  • CURRENCY RISK
  • Carry trade
  • Economics
  • Foreign exchange rate
  • Jump beta
  • Jump modified carry trade
  • Social Sciences

Digital Object Identifier (DOI)

start page

  • 433

end page

  • 455

volume

  • 131

issue

  • 2