The relationship between currency carry trade and European stock market

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2019

Department

Rahoituksen laitos

Major/Subject

Mcode

Degree programme

Finance

Language

fi

Pages

22

Series

Description

Thesis advisor

Kokkonen, Joni

Keywords

currency carry trade, European stock indices, Granger-causality, volatility spillover

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-202001051440

Collections

[gradu] Kauppakorkeakoulu / BIZ