Open AccessThe Term Structure of Currency Carry Trade Risk Premia
Author(s) -
Hanno Lustig,
Andreas Stathopoulos,
Adrien Verdelhan
Publication year - 2013
Language(s) - English
Resource type - Reports
DOI - 10.3386/w19623
Subject(s) - term (time) , carry (investment) , currency , risk premium , economics , monetary economics , business , financial economics , finance , physics , quantum mechanics
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