The Time-Varying Systematic Risk of Carry Trade Strategies

Charlotte Christiansen, Angelo Ranaldo, Paul Söderlind

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

    Original languageEnglish
    JournalJournal of Financial and Quantitative Analysis
    Volume46
    Issue4
    Pages (from-to)1107-1125
    ISSN0022-1090
    DOIs
    Publication statusPublished - 2011

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