Carry Trades and Global FX Volatility
Year of publication: |
2009-04-07
|
---|---|
Authors: | Menkhoff, Lukas ; Sarno, Lucio ; Schmeling, Maik ; Schrimpf, Andreas |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Carry Trade | Volatility | Liquidity | Forward Premium Puzzle |
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