Download This PaperCommodity 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
Abstract
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
Gochoco-Bautista, Maria Socorro and Wang, Jianxin and Yang, Minxian, Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies (June 2013). The World Economy (2013), Available at SSRN: https://ssrn.com/abstract=2284503
Minxian Yang
UNSW Australia Business School, School of Economics ( email )
School of Economics
The University of New South Wales
Sydney, NSW NSW 2052
Australia
93853353 (Phone)
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.