Leveraged carry trade portfolios

Journal of Banking and Finance

Volumn 33, Issue 5, 2009, Pages 944-957

  Darvas, Zsolt ^a  

^a Institute of Data Analytics and Information Systems   (Hungary)

Author keywords

Bootstrap; Currency market; Diversification; Leverage; Uncovered interest rate parity

Indexed keywords

EID: 60749130496     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.10.007     Document Type: Article

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