Additional Metadata
Keywords carry trade, exchange rates, foreign exchange, market timing, volatility managed portfolios, timing-varying risk
Thesis Advisor Choi, Hoyong, Böckenförde, Lennard
Persistent URL hdl.handle.net/2105/48925
Series Finance & Investments
Citation
De Vos, G San. (2019, July 30). Timing the Carry Trade: Time-varying risk premia in the Forex Market. Finance & Investments. Retrieved from http://hdl.handle.net/2105/48925