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Crash-neutral currency carry trades:
Jurek, Jakub W.
Journal of Financial Economics. 113 (2014) 3 - p. 325-347 , 2014
Link:
https://doi.org/10.1016/j.jfineco.2014.05.004
RT Journal T1 <Title>Crash-neutral currency carry trades</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jfineco.2014.05.004&Exemplar=1&LAN=DE A1 Jurek, Jakub W. PB Elsevier BV YR 2014 SN 0304-405X JF Journal of Financial Economics VO 113 IS 3 SP 325 OP 347 LK http://dx.doi.org/https://doi.org/10.1016/j.jfineco.2014.05.004 DO https://doi.org/10.1016/j.jfineco.2014.05.004 SF ELIB - SuUB Bremen
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