Carry Trades and Risk
收藏NBER2011-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17278
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资源简介：
Carry trades, in which an investor borrows a low interest rate currency and lends a high interest rate currency, have been profitable historically. The risk exposure of carry traders might explain their high returns, but conventional models of risk do not work because traditional risk factors, used
提供机构：
美国国家经济研究局
创建时间：
2011-08-01
