The time-varying systematic risk of carry trade strategies

Journal of Financial and Quantitative Analysis

Volumn 46, Issue 4, 2011, Pages 1107-1125

  Christiansen, Charlotte ^a   Ranaldo, Angelo ^b   Söderlind, Paul ^c  

^a AARHUS UNIVERSITY   (Denmark)

^b SWISS NATIONAL BANK   (Switzerland)

^c UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80053082486     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109011000263     Document Type: Article

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