Department of Economics and Business Economics

The Time-Varying Systematic Risk of Carry Trade Strategies

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

  • Charlotte Christiansen
  • Angelo Ranaldo, Swiss National Bank, Switzerland
  • Paul Söderlind, University of St. Gallen, Switzerland
  • School of Economics and Management
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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