Title:

Currency Carry Trades and Global Funding Risk

Authors:

Sara Ferreira Filipe (U Luxembourg)
Juuso Nissinen (Aalto U)
Matti Suominen (U of Pennsylvania)

Journal:

Journal of Banking and Finance

Year:

2023

Volume:

149

JEL codes:

E44 - Financial Markets and the Macroeconomy
F31 - Foreign Exchange
G15 - International Financial Markets