Do Peso Problems Explain the Returns to the Carry Trade?

Review of Financial Studies 2011 / 03 Vol. 24; Iss. 3

Do Peso Problems Explain the Returns to the Carry Trade?

Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio Rebelo
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Volume:
24
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/20869256
Date:
March, 2011
File:
PDF, 3.55 MB
english, 2011
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