Asset Details
- Identifier:
- fut22091-tbl-0001
- Description:
- Summary statistics for cross‐country parallel gap (PAG), cross‐country twist gap (TWG), and cross‐country butterfly gap (BFG)
- License:
- Rights Managed
- Rights Holder:
- John Wiley & Sons, Inc.
- License Rights Holder:
- © 2020 Wiley Periodicals, Inc.
- Asset Type:
- Image
- Asset Subtype:
- Table
- Image Orientation:
- Landscape
- Image Dimensions:
- 1024 x 999
- Image File Size:
- 347 KB
- Creator:
- Seungho Baek, Jeong Wan Lee, Kyong Joo Oh, Myoungji Lee
- Credit:
- Baek, S., Lee, J., Oh, K., & Lee, M. (2020). Yield curve risks in currency carry forwards. Journal of Futures Markets, 40(4), 651-670. https://doi.org/10.1002/fut.22091.
- Collection:
- Keywords:
- Restrictions:
- Property Release:
- No
- Model Release:
- No
- Purchasable:
- Yes
- Sensitive Materials:
- No
- Article Title:
- Yield curve risks in currency carry forwards
- Article Authors:
- Seungho Baek, Jeong Wan Lee, Kyong Joo Oh, Myoungji Lee
- Article Copyright Year:
- 2020
- Publication Title:
- Journal of Futures Markets
- Publication Volume:
- 40
- Publication Issue:
- 4
- Publication Date:
- 04/01/2020
- DOI:
- https://doi.org/10.1002/fut.22091
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