The Term structure of currency carry trade risk premia /
Lustig, Hanno
The Term structure of currency carry trade risk premia / Hanno Lustig, Andreas Stathopoulos and Adrien Verdelhan - Cambridge NBER 2013 - 73p - NBER Working Paper ; 19623 .
NBERWP 19623
E10776.pdf
The Term structure of currency carry trade risk premia / Hanno Lustig, Andreas Stathopoulos and Adrien Verdelhan - Cambridge NBER 2013 - 73p - NBER Working Paper ; 19623 .
NBERWP 19623
E10776.pdf