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Carry trade : the gains of diversification

Burnside, Craig; Eichenbaum, Martin S.; Rebelo, Sérgio - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 581-588

Persistent link: https://www.econbiz.de/10003725643

Do peso problems explain the returns to the carry trade?

Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - 2008

Persistent link: https://www.econbiz.de/10003728822

Do peso problems explain the returns to the carry trade?

Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - 2010

Persistent link: https://www.econbiz.de/10009559427

Do peso problems explain the returns to the carry trade?

Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - In: The review of financial studies 24 (2011) 3, pp. 853-891

Persistent link: https://www.econbiz.de/10008934095

Do peso problems explain the returns to the carry trade?

Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - 2008

"Currencies that are at a forward premium tend to depreciate. This 'forward- premium puzzle' is an egregious deviation from uncovered interest parity. We document the properties of the carry trade, a currency speculation strategy that exploits this anomaly. This strategy consists of borrowing...