The profitability of carry trades

Annals of Finance

Volumn 5, Issue 2, 2009, Pages 231-241

  Olmo, Jose ^a   Pilbeam, Keith ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Carry trade; Efficient market hypothesis; Profit ability tests; Uncovered interest parity

Indexed keywords

EID: 58949104209     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-008-0098-2     Document Type: Article

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