Macroeconomic Determinants of Carry Trade Activity
Author:
Publisher
Wiley
Subject
Development,Geography, Planning and Development
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9396.2012.01034.x/fullpdf
Reference20 articles.
1. Ang , A. J. S. Chen “Yield Curve Predictors of Foreign Exchange Returns 2010
2. “The Forward Premium Anomaly is Not as Bad as You Think;Baillie;Journal of International Money and Finance,2000
3. “Information, Animal Spirits and the Meaning of Innovations in Consumer Confidence;Barsky;American Economic Review,2012
4. “Carry Trades and Currency Crashes;Brunnermeier;NBER Macroeconomic Annual,2008
5. “Do Peso Problems Explain the Returns to Carry Trade?”;Burnside;Review of Financial Studies,2011
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