Are Stock Markets in Asia Related to Carry Trade

Hung-Gay Fung; Yiuman Tse; Lin Zhao

doi:10.1016/j.pacfin.2013.08.010

Are Stock Markets in Asia Related to Carry Trade

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Pacific-basin Finance Journal
Volume	25
DOIs	https://doi.org/10.1016/j.pacfin.2013.08.010
State	Published - Jan 11 2013

Disciplines

Economics
Finance

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title = "Are Stock Markets in Asia Related to Carry Trade",

author = "Hung-Gay Fung and Yiuman Tse and Lin Zhao",

note = "This study examines the relationship between carry trade returns and those of stock markets, using daily data from January 1995 to December 2011, and ...",

year = "2013",

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day = "11",

doi = "10.1016/j.pacfin.2013.08.010",

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volume = "25",

journal = "Pacific-basin Finance Journal",

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TY - JOUR

T1 - Are Stock Markets in Asia Related to Carry Trade

AU - Fung, Hung-Gay

AU - Tse, Yiuman

AU - Zhao, Lin

N1 - This study examines the relationship between carry trade returns and those of stock markets, using daily data from January 1995 to December 2011, and ...

PY - 2013/1/11

Y1 - 2013/1/11

UR - https://www.sciencedirect.com/science/article/pii/S0927538X1300053X

U2 - 10.1016/j.pacfin.2013.08.010

DO - 10.1016/j.pacfin.2013.08.010

M3 - Article

VL - 25

JO - Pacific-basin Finance Journal

JF - Pacific-basin Finance Journal

ER -

Are Stock Markets in Asia Related to Carry Trade

Disciplines

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