Speculative capital and currency carry trades

File(s)

Journal of Financial Economics_99_1_2011.pdf (352.8 KB)

Accepted version

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Author(s)

Jylha, P

Suominen, M

Type

Journal Article

Date Issued

2011-01-01

URI

http://hdl.handle.net/10044/1/15672

DOI

http://dx.doi.org/10.1016/j.jfineco.2010.07.006

ISSN

0304-405X

Publisher

ELSEVIER SCIENCE SA

Start Page

60

End Page

75

Journal / Book Title

JOURNAL OF FINANCIAL ECONOMICS

Volume

99

Issue

1

Copyright Statement

Copyright © 2010 Elsevier B.V. All rights reserved. NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Financial Economics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Financial Economics, 99(1), 2011. DOI:10.1016/j.jfineco.2010.07.006

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000284679300005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published