We are grateful to an anonymous referee, Jungwon Suh, John Wald, Michael Williams, and the participants at the Sixth Conference of Asia-Pacific Association of Derivatives in Busan, Korea for valuable comments. Tse acknowledges the financial support from a summer research grant of U.S. Global Investors, Inc. and the College of Business at the University of Texas at San Antonio.
The relationship between currency carry trades and U.S. stocks
Article first published online: 2 MAR 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 3, pages 252–271, March 2012
How to Cite
Tse, Y. and Zhao, L. (2012), The relationship between currency carry trades and U.S. stocks. J. Fut. Mark., 32: 252–271. doi: 10.1002/fut.20516
- Issue published online: 2 FEB 2012
- Article first published online: 2 MAR 2011
- Manuscript Accepted: 19 JAN 2011
- Manuscript Received: 8 SEP 2010
- U.S. Global Investors, Inc.
- University of Texas
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