Comment on "Currency Carry Trades"
In: NBER International Seminar on Macroeconomics 2010
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References listed on IDEAS
- Clarida, Richard & Davis, Josh & Pedersen, Niels, 2009.
"Currency carry trade regimes: Beyond the Fama regression,"
Journal of International Money and Finance,
Elsevier, vol. 28(8), pages 1375-1389, December.
- Richard Clarida & Josh Davis & Niels Pedersen, 2009. "Currency Carry Trade Regimes: Beyond the Fama Regression," NBER Working Papers 15523, National Bureau of Economic Research, Inc.
- Oscar Jorda, "undated". "Carry Trade," Working Papers 1018, University of California, Davis, Department of Economics.
- Victor DeMiguel & Lorenzo Garlappi & Raman Uppal, 2009. "Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?," Review of Financial Studies, Society for Financial Studies, vol. 22(5), pages 1915-1953, May.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters,in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347 National Bureau of Economic Research, Inc.
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