On the predictability of carry trade returns: The case of the Chinese Yuan
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DOI: 10.1016/j.ribaf.2016.09.007
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More about this item
Keywords
Chinese Yuan; Carry trade; Uncovered interest parity; FX volatility; Fama-Macbeth;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
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