近年の通貨投資に関する研究動向

• 酒本 隆太

書誌事項

タイトル別名

• Recent Trends in Currency Investment

抄録

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.

収録刊行物

• 岡山大学経済学会雑誌

  岡山大学経済学会雑誌 52 (2), 25-32, 2020-11-06

  岡山大学経済学会

詳細情報

• CRID: 1390290699799724800
• NII論文ID: 120006892921
• NII書誌ID: AN00032897
• ISSN: 24334146
• DOI: 10.18926/oer/60794
• Web Site: https://ousar.lib.okayama-u.ac.jp/60794
• 本文言語コード: ja
• データソース種別:
  • JaLC
  • IRDB
  • CiNii Articles