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Risk Premiums, Market Volatility, and Exchange Rate Dynamics: Evidence from the Yen Carry Trade

Persistent deviations from Uncovered Interest Rate Parity (UIRP) represent a central puzzle in international finance and a key source of currency risk for global investors. This study examines the UIRP puzzle in the JPY/USD market through the lens of financial risk transmission, focusing on how risk...

Ausführliche Beschreibung

Gespeichert in:
Bibliografische Detailangaben
Hauptverfasser: Opale Guyot, Heather A. Montgomery, Peiqing Yang
Format: Artigo
Sprache:Inglês
Veröffentlicht: MDPI AG 2026-02-01
Schriftenreihe:Risks
Schlagworte:
Online-Zugang:https://www.mdpi.com/2227-9091/14/3/46
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