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Bloch, 2020 - Google Patents

Understanding The FX Carry Trade: An Empirical Study

Bloch, 2020

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Document ID
3286872303852604104
Author
Bloch A
Publication year

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Snippet

This paper dives in to the profitability of the currency carry trade for the G10 currencies. The paper demonstrates that the British Pound is the provides the highest excess return although mostly driven by an appreciation of the exchange rate whereas The New Zealand Dollar …
Continue reading at research-api.cbs.dk (PDF) (other versions)

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