Carry trade and foreign exchange rate puzzles
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DOI: 10.1016/j.euroecorev.2013.01.007
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More about this item
Keywords
Exchange rates; Carry trades; Forward premium puzzle; Heterogeneous agent model; Market volatility;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
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