The Unwinding Risk of the Japanese Carry Trade: Scenarios for Equity and Bond Markets

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31150%2F25%3A00061954" target="_blank" >RIV/61384399:31150/25:00061954 - isvavai.cz</a>
Result on the web
<a href="https://iises.net/proceedings/international-conference-on-economics-finance-business-london-2025/table-of-content/detail?article=the-unwinding-risk-of-the-japanese-carry-trade-scenarios-for-equity-and-bond-markets" target="_blank" >https://iises.net/proceedings/international-conference-on-economics-finance-business-london-2025/table-of-content/detail?article=the-unwinding-risk-of-the-japanese-carry-trade-scenarios-for-equity-and-bond-markets</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.20472/EFC.2025.025.013" target="_blank" >10.20472/EFC.2025.025.013</a>

Result language
angličtina
Original language name
The Unwinding Risk of the Japanese Carry Trade: Scenarios for Equity and Bond Markets
Original language description
Main topics of the document: yen carry trade; carry trade unwind; equity markets; bond markets; interest rate differentials; vector autoregression; Monte Carlo simulation; safe-haven currency; risk aversion; capital flows
Czech name
—
Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the International Conference on Economics, Finance & Business, London
ISBN
978-80-7668-019-7
ISSN
2336-6044
e-ISSN
2336-6044
Number of pages
6
Pages from-to
205-210
Publisher name
International Institute of Social and Economic Sciences
Place of publication
Prague
Event location
London
Event date
Jun 9, 2025
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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