Open AccessCurrency Carry Trade Regimes: Beyond the Fama Regression
Author(s) -
Richard H. Clarida,
Josh Davis,
Niels Tinggaård Pedersen
Publication year - 2009
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15523
Subject(s) - carry (investment) , currency , economics , regression , econometrics , monetary economics , statistics , mathematics , macroeconomics