International Finance Discussion Papers: What Can the Data Tell Us about Carry Trades in Japanese Yen by Joseph E. Gagnon, Alain P. Chaboud

International Finance Discussion Papers: What Can the Data Tell Us about Carry Trades in Japanese Yen

Joseph E. Gagnon, Alain P. Chaboud

34 pages missing pub info (editions)

nonfiction politics
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This paper examines the available data that may shed light on the carry trade in Japanese yen. We define an individual or a sector to be engaged in the carry trade if it has a short position in yen and a long position in other currencies. The tend...

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