Author:
Koijen Ralph S. J.,Moskowitz Tobias J.,Pedersen Lasse Heje,Vrugt Evert B.
Cited by
10 articles.
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1. Good Carry, Bad Carry;Journal of Financial and Quantitative Analysis;2019-10-21
2. Trends everywhere? The case of hedge fund styles;Journal of Asset Management;2019-10
3. Unexploited currency carry trade profit opportunity;Journal of International Financial Markets, Institutions and Money;2019-01
4. Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies;Journal of International Money and Finance;2017-11
5. Currency Value;Review of Financial Studies;2016-08-09