The time-varying systematic risk of carry trade strategies.

The time-varying systematic risk of carry trade strategies.

Bibliografski detalji
Izdano u:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Glavni autor: Christiansen, Charlotte
Format: Članak
Jezik:English
Teme:
Investment policy.
Volatility.
Securities markets.
Foreign exchange rates.
Economic models.