The carry trade and fundamentals: Nothing to fear but FEER itself

Journal of International Economics

Volumn 88, Issue 1, 2012, Pages 74-90

  Jordà, Òscar ^a,b   Taylor, Alan M ^c,d,e  

^a FEDERAL RESERVE BANK OF SAN FRANCISCO   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF VIRGINIA   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^e CEPR   (United Kingdom)

Author keywords

Correct classification frontier; Efficient markets; Exchange rates; Receiver operating characteristic curve; Uncovered interest parity

Indexed keywords

CAPITAL MARKET; EXCHANGE RATE; FINANCIAL CRISIS; FINANCIAL SYSTEM; INTEREST RATE; PRICE DYNAMICS;

EID: 84865756269     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2012.03.001     Document Type: Article

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