Leveraged carry trade portfolios

Author:

Darvas Zsolt

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference25 articles.

1. Bank for International Settlements, 2007. Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity in 2007. Basel.

2. Becker, C., Clifton, K., 2007. Hedge fund activity and carry trades. In: Bank for International Settlements, Research on global financial stability: The use of BIS international financial statistics. CGFS Papers No. 29, Bank for International Settlements, Basel, pp. 156–175.

3. Some evidence of random walk behavior of euro exchange rates using ranks and signs;Belaire-Franch;Journal of Banking and Finance,2005

4. Brunnermeier, M.K., Nagel, S., Pedersen, L., forthcoming. Carry trades and currency crashes. NBER Macroeconomics Annual 2008 23.

5. Burnside, C., Eichenbaum, M., Kleshchelski, I., Rebelo, S., 2008. Do peso problems explain the returns to the carry trade? NBER Working Paper 14054.

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