Carry trade in developing and developed countries : a Granger causality analysis with the Toda-Yamamoto approach
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- Bruno Thiago Tomio, 2019. "Carry trade in developing and developed countries : a Granger-causality analysis with the Toda-Yamamo to approach," Post-Print halshs-03353981, HAL.
- Bruno Thiago Tomio, 2019. "Carry trade in developing and developed countries : a Granger-causality analysis with the Toda-Yamamo to approach," Post-Print halshs-03131073, HAL.
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- Zhang, Ziyun & Chen, Su & Li, Bo, 2022. "Does previous carry trade position affect following investors' decision-making and carry returns?," International Review of Financial Analysis, Elsevier, vol. 80(C).
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Keywords
carry trade; futures market; Granger causality; Toda–Yamamoto approach;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2020-11-23 (Confederation of Independent States)
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