Carry Trade and Momentum in Currency Markets
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Other versions of this item:
- Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2011. "Carry Trade and Momentum in Currency Markets," NBER Working Papers 16942, National Bureau of Economic Research, Inc.
- Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2011. "Carry Trade and Momentum in Currency Markets," CEPR Discussion Papers 8343, C.E.P.R. Discussion Papers.
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Keywordsuncovered interest parity; exchange rates; currency speculation; rare disaster; peso problem; price pressure;
All these keywords.
- F31 - International Economics - - International Finance - - - Foreign Exchange
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