The time-varying systematic risk of carry trade strategies.

The time-varying systematic risk of carry trade strategies.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Hovedforfatter: Christiansen, Charlotte
Format: Article
Sprog:English
Fag:
Investment policy.
Volatility.
Securities markets.
Foreign exchange rates.
Economic models.