Good Carry, Bad Carry
收藏NBER2019-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25420
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资源简介：
We distinguish between good and bad carry trades constructed from G-10 currencies. The good trades exhibit higher Sharpe ratios and sometimes positive return skewness, in contrast to the bad trades that have both substantially lower Sharpe ratios and highly negative return skewness. Surprisingly,
提供机构：
美国国家经济研究局
创建时间：
2019-01-01
