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    • The analysis of volatility transmission mechanism among carry trade currencies 

      Tokat, Ekin; Murat, Atılım; Tokat, Hakkı Arda (Bilgesel Yayıncılık San & Tıc Ltd, 2014)
      Investors take the advantage of disequilibrium in spot and forward exchange markets by investing in higher yield currency on a covered basis. An alternative of covered interest arbitrage is uncovered interest arbitrage ...