Carry trade and momentum in currency markets

Annual Review of Financial Economics

Volumn 3, Issue , 2011, Pages 511-535

  Burnside, Craig ^a,b   Eichenbaum, Martin ^b,c,d   Rebelo, Sergio ^b,c,e  

^a DUKE UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c NORTHWESTERN UNIVERSITY   (United States)

^d FEDERAL RESERVE BANK OF CHICAGO   (United States)

^e CEPR   (United Kingdom)

Author keywords

currency speculation; exchange rates; peso problem; price pressure; rare disaster; uncovered interest parity

Indexed keywords

EID: 80955144990     PISSN: 19411367     EISSN: 19411375     Source Type: Journal    
DOI: 10.1146/annurev-financial-102710-144913     Document Type: Article

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