Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies
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DOI: 10.1080/10168737.2024.2320121
Abstract: This paper contributes to the literature on carry trade by investigating the dynamic correlation and the dependence structure between the US-dollar carry trade and equity markets in the (Brazil, Russia, India, China and South Africa… read more here.
Keywords: trade equity; trade; dependence structure; carry trade ... See more keywords