Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies
The World Economy (2013)
23 Pages Posted: 25 Jun 2013
Date Written: June 2013
This paper shows that both commodity price and carry trade have significant impact on the volatility and liquidity of Asian currencies, particularly on actively traded currencies. The impact of carry trade is generally larger than that of commodity price.
Suggested Citation: Suggested Citation