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

Additional Metadata
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 APA Style APA-ALL Style AAA 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). An Empirical Analysis of Excess Returns to Currency Speculation Strategies and the Relevancy of Funding Constraints and Crash Risk. In Finance & Investments.http://hdl.handle.net/2105/54845

Publication