Optimal Currency Strategies Under Deviations From Interest Parity
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This paper examines optimal currency demands for global equity and bond investors in a large cross-section of developed and emerging markets over the 1975-2023 period. It extends the framework of Campbell et al. (2010) by incorporating both optimal portfolio-risk minimizing currency exposures,
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美国国家经济研究局创建时间：
2026-07-01
