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Keywords: Currency carry trade
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Journal Articles
The Carry Trade: Risks and Drawdowns
Available to Purchase
Journal:
Critical Finance Review
Critical Finance Review (2017) 6 (2): 211–262.
Published: 05 September 2017
.... © 2019 Kent Daniel, Robert J. Hodrick and Zhongjin Lu 2019 Kent Daniel, Robert J. Hodrick and Zhongjin Lu Licensed re-use rights only Currency carry trade Currency risk factors Market efficiency F31 G12 G15 This paper empirically examines returns to carry trades...
