Carry Trade: The Gains of Diversification
Author:
Publisher
Oxford University Press (OUP)
Subject
General Economics, Econometrics and Finance
Link
http://academic.oup.com/jeea/article-pdf/6/2-3/581/10313688/jeea0581.pdf
Reference5 articles.
1. The "Speculative Efficiency" Hypothesis
2. Burnside, Craig, Martin Eichenbaum, Isaac Kleshchelski, and Sergio Rebelo (2006). "The Returns to Currency Speculation." National Bureau of Economic Research Working Paper No. 12489.
3. The forward discount anomaly and the risk premium: A survey of recent evidence
4. Forward and spot exchange rates
5. Hodrick, Robert J. (1987). The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets. Harwood Academic.
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