@article{3e9d1d2616c545d6b8daba0df1ad5299,
title = "Are Stock Markets in Asia Related to Carry Trade?",
author = "Yiuman Tse and Hung-Gay Fung and Lin Zhao",
note = "Hung-Gay Fung, Yiuman Tse and Lin Zhao Pacific-Basin Finance Journal , 2013, vol. 25, issue C, 200-216 Abstract: This study examines the relationship between carry trade returns and those of stock markets, using daily data from January 1995 to December 2011, and evaluates volatility spillover for the Japanese, Australian, Indian and Korean stock markets, in order to assess cross-market linkages.",
year = "2013",
month = nov,
language = "American English",
volume = "25",
journal = "Pacific-basin Finance Journal",
}