Currency carry trade regimes: Beyond the Fama regression

Journal of International Money and Finance

Volumn 28, Issue 8, 2009, Pages 1375-1389

  Clarida, Richard ^a   Davis, Josh ^a   Pedersen, Niels ^a  

^a Pacific Investment Management Company   (United States)

Author keywords

Currency carry trade; Fama; Risk premium; Yield curve risk premia

Indexed keywords

EID: 70649090184     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2009.08.010     Document Type: Article

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