The profitability of carry trades
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 5 (2009)
Issue (Month): 2 (March)
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Web page: http://www.springerlink.com/link.asp?id=112370
Carry-trade; Efficient market hypothesis; Profitability tests; Uncovered interest parity; F30; F31; F37;
Find related papers by JEL classification:
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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