The Out-of-Sample Performance of Carry Trades
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More about this item
Keywords
Foreign exchange; Carry trade; Data-snooping bias;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INT-2021-05-31 (International Trade)
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