Conditionally-hedged currency carry trades
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DOI: 10.1016/j.intfin.2022.101591
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- Kazuki Amagai & Tomoya Suzuki, 2023. "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers 2301.12346, arXiv.org.
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More about this item
Keywords
Currency carry trade; Crash risk; Predictability; Hedging;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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