The role of volatility risk premium in excess returns of carry trade strategy

Additional Metadata
Keywords	Carry trade, Volatility risk premium, Forward premium, Currency excess return
Thesis Advisor	Ma, Yifan, Madertoner, Florian
Persistent URL	hdl.handle.net/2105/62397
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	Ognestsikov, Ilja. (2022, June 28). The role of volatility risk premium in excess returns of carry trade strategy. Finance & Investments. Retrieved from http://hdl.handle.net/2105/62397

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