An Empirical Analysis of Excess Returns to Currency Speculation Strategies and the Relevancy of Funding Constraints and Crash Risk

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Keywords	currency risk premia, volatility risk premium, currency carry trade, crash risk, funding constraints
Thesis Advisor	Choi, Hoyong, Schmitt, Claus
Persistent URL	hdl.handle.net/2105/54845
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vervoort, Luc. (2020, August 31). An Empirical Analysis of Excess Returns to Currency Speculation Strategies and the Relevancy of Funding Constraints and Crash Risk. Finance & Investments. Retrieved from http://hdl.handle.net/2105/54845

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