Carry trade: The gains of diversification

Journal of the European Economic Association

Volumn 6, Issue 2-3, 2008, Pages 581-588

  Burnside, Craig ^a   Eichenbaum, Martin ^b   Rebelo, Sergio ^b  

^a DUKE UNIVERSITY   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45849119119     PISSN: 15424766     EISSN: 15424774     Source Type: Journal    
DOI: 10.1162/JEEA.2008.6.2-3.581     Document Type: Article

References (5)

1. Bilson, John F. O. (1981). "The 'Speculative Efficiency' Hypothesis." Journal of Business, 54, 435-451.
2. Burnside, Craig, Martin Eichenbaum, Isaac Kleshchelski, and Sergio Rebelo (2006). "The Returns to Currency Speculation." National Bureau of Economic Research Working Paper No. 12489.
3. Engel, Charles (1996). "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence." Journal of Empirical Finance 3, 123-192.
4. Fama, Eugene F. (1984). "Forward and Spot Exchange Rates." Journal of Monetary Economics, 14, 319-338.
5. Hodrick, Robert J. (1987). The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets. Harwood Academic.