Carry Trade and Momentum in Currency Markets
收藏NBER2011-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16942
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资源简介：
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
提供机构：
美国国家经济研究局
创建时间：
2011-04-01
