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Keywords: zero‐cost currency collars
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2005) 31 (10): 35–47.
Published: 01 October 2005
... of 1.76 percent, more than 8 times the median 0.21 percent Euroyen return; risk also increases but approximately 98 percent of returns resulting from this strategy fell between -6.05 percent and +12.58 percent. Keywords: (Japanese) cash management, yen carry trades, risk reversals, zero-cost currency...
