The effect of political risk on currency carry trades

Approved

Classifications

MinEdu publication type
A1 Journal article (peer reviewed)
Category
A. Vertaisarvioidut tieteelliset artikkelit
Refereed
Kyllä
Sub category
A1. Alkuperäisartikkeli
Type
1

Authors of the publication

Number of authors
3
Authors
Orlov, Vitaly; Dimic, Nebojsa; Piljak, Vanja

Publication channel information

Title of journal/series
Finance research letters
ISSN (print)
1544-6123
ISSN (electronic)
1544-6131
ISSN (linking)
1544-6131
Publication forum ID
56129
Publication forum level
1
Country of publication
United States
Internationality
Yes

Detailed publication information

Publication year
2016
Reporting year
2016
Journal/series volume number
19
Page numbers
75–78
DOI
10.1016/j.frl.2016.06.005
Language of publication
English

Co-publication information

International co-publication
No
Co-publication with a company
No

Availability

Classification and additional information

Keywords
political risk; carry trades; forward premium puzzle