A stochastic dominance analysis of yen carry trades

Journal of Banking and Finance

Volumn 34, Issue 6, 2010, Pages 1237-1246

  Fong, Wai Mun ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Carry trades; Stochastic dominance; Uncovered interest parity

Indexed keywords

EID: 77950020245     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.11.017     Document Type: Article

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