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5 Carry Trades and Currency Crashes Markus K. Brunnermeier, Princeton University, NBER, and CEPR Stefan Nagel, Stanford University and NBER Lasse H. Pedersen, New York University, NBER, and CEPR
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Document Date: 2009-07-01 15:50:27


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Company

JPMorgan Chase / Chicago Board Options Exchange / London Interbank / /

Country

Australia / Switzerland / Norway / United Kingdom / Japan / United States / New Zealand / Canada / /

Currency

AUD / USD / /

Facility

Princeton University / Stanford University / New York University / /

IndustryTerm

insurance increases / catastrophe insurance / net bank flows / /

MarketIndex

S&P 500 / /

Organization

National Bureau of Economic Research / CEPR / Princeton University / New York University / Commodity Futures Trading Commission / Stanford University / NBER / /

Position

trader / /

SportsLeague

Stanford University / /

Technology

CAD / /

SocialTag