Showing 1 - 2 of 2
In this paper, we employ a unique dataset of actual US dollar (USD) forward positions against a number of currencies taken by so-called Commodity Trading Advisors (CTAs). We investigate to what extent these positions exhibit a pattern of USD carry trading or other patterns of currency trading...
Persistent link: https://www.econbiz.de/10012994457
Persistent link: https://www.econbiz.de/10011582471