The Chilean peso exchange-rate carry trade and turbulence

In this study we provide evidence regarding the relationship between the Chilean peso carry trade and currency crashes of the peso against other currencies. Using a rich dataset containing information from the local Chilean forward market, we show that speculation aimed at taking advantage of the re...

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Autores principales: Cox, Paulo, Carreño, José Gabriel
Formato: Texto
Lenguaje:English
Publicado: 2017
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Acceso en línea:http://hdl.handle.net/11362/41256
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