Carry trade and its relationship with the stock market: Evidence from New Zealand
This study investigates the New Zealand dollar carry trade and its effect on the New Zealand stock market. Using a Vector Autoregression (VAR) model, the Granger causality relationship is from carry trade to stock market. The US dollar, Euro and Swiss Franc dominate carry trade as funding currencies...
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| Other Authors: | , |
| Format: | Others |
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Auckland University of Technology,
2018-05-17T21:18:47Z.
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| Online Access: | Get fulltext |