Uncertainty aversion, carry trades and agent heterogeneity in the FX market
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DOI: 10.1016/j.frl.2019.101354
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- Xiaoping Li & Chunyang Zhou, 2024. "Tobin Tax, Carry Trade, and the Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 63(4), pages 1627-1647, April.
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Keywords
Heterogeneous agent; Uncertainty aversion; Carry trade; Unscented Kalman filter;All these keywords.
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