The Time-Varying Systematic Risk of Carry Trade Strategies.

Autor: Christiansen, Charlotte1 CChristiansen@creates.au.dk, Ranaldo, Angelo2 Angelo.Ranaldo@snb.ch, Söderllind, Paul3 Paul.Soderlind@unisg.ch
Zdroj: Swiss National Bank Working Papers. 2010, Issue 1, p1-34. 34p. 1 Diagram, 6 Charts, 5 Graphs.
Databáze: Business Source Ultimate