Carry trade and momentum in currency markets
by Craig Burnside
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"We examine the empirical properties of the payoffs to two popular currency speculation strategies: the carry trade and momentum. We review three possible explanations for the apparent profitability of these strategies. The first is that speculators are being compensated for bearing risk. The second is that these strategies are vulnerable to rare disasters or peso problems. The third is that there is price pressure in currency markets"--National Bureau of Economic Research web site.
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Carry trade and momentum in currency markets
2011, National Bureau of Economic Research
Electronic resource
in English
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Book Details
Published in
Cambridge, MA
Edition Notes
Title from PDF file as viewed on 6/16/2011.
Includes bibliographical references.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.
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| October 17, 2020 | Edited by MARC Bot | import existing book |
| July 27, 2011 | Created by LC Bot | import new book |