JaLCDOI 10.18926/OER/60794
Title Alternative Recent Trends in Currency Investment
FullText URL oer_052_2_025_032.pdf
Author Sakemoto, Ryuta|
Abstract  This paper surveys the recent trends in currency investment. In particular, this paper focuses upon strategies which employ cross-sectional information across countries. First, I introduce a carry trade that is the most popular investment strategy. Next, I explain developments of momentum and value strategies. Then, the other strategies are classifi ed into two groups. The former group exploits macroeconomic information such external debts and output growth. The latter group employs information in fi nancial markets such as term spreads and cross-sectional spot exchange rate return correlations. Finally, I describe two future research directions.
Publication Title Okayama Economic Review
Published Date 2020-11-06
Volume volume52
Issue issue2
Start Page 25
End Page 32
ISSN 2433-4146
language 日本語
Copyright Holders Copyright © 2020 岡山大学経済学会
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