Autor:
Cox, Paulo
Carreño, José Gabriel
In this study we provide evidence regarding the relationship between the Chilean peso carry trade and currency crashes of the peso against other currencies. Using a rich dataset containing information from the local Chilean forward market, we show that speculation aimed at taking advantage of the...
Enlace original:
https://repositorio.cepal.org/handle/11362/41256
Cox, Paulo
,
Carreño, José Gabriel
,
The Chilean peso exchange-rate carry trade and turbulence