Carry Trade and Momentum in Currency Markets
收藏NBER2011-04-01 更新2025-01-04 收录
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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
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美国国家经济研究局创建时间：
2011-04-01
