Optimal currency carry trade strategies
Year of publication: |
2014
|
---|---|
Authors: | Laborda, Juan ; Laborda, Ricardo ; Olmo, Jose |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 33.2014, C, p. 52-66
|
Publisher: |
Elsevier |
Subject: | Currency carry trade | Uncovered interest parity | CRB industrial return | Monetary policy | Optimal parametric portfolio |
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