Travail de recherche/Working paper
Titre:
  • The Revenge of Purchasing Power Parity on Carry Trades during Crises
Auteur:Briere, Marie; Drut, Bastien
Statut de publication:Publié, 2009
series:Working papers CEB, 09-013.RS
Sujet CREF:Economie
Sujet JEL:Foreign Exchange
International Financial Markets
Portfolio Choice; Investment Decisions
Volumes/pages:27 p.
Mots-clés:carry trades
exchange rates
financial crisis
risk aversion
investment strategy
purchasing power parity
fundamentals model.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:09-013