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The out-of-sample performance of carry trades:
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
.
Journal of International Money and Finance. 143 (2024) - p. 103042 , 2024
Link:
https://doi.org/10.1016/j.jimonfin.2024.103042
RT Journal T1 <Title>The out-of-sample performance of carry trades</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jimonfin.2024.103042&Exemplar=1&LAN=DE A1 Hsu, Po-Hsuan A1 Taylor, Mark P. A1 Wang, Zigan A1 Li, Yan PB Elsevier BV YR 2024 SN 0261-5606 JF Journal of International Money and Finance VO 143 SP 103042 LK http://dx.doi.org/https://doi.org/10.1016/j.jimonfin.2024.103042 DO https://doi.org/10.1016/j.jimonfin.2024.103042 SF ELIB - SuUB Bremen
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