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Barroso, Pedro [Author] ; Santa-Clara, Pedro [Other]

Internet Appendix to Beyond the Carry Trade

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  • Media type: E-Book
  • Title: Internet Appendix to Beyond the Carry Trade : Optimal Currency Portfolios
  • Contributor: Barroso, Pedro [Author]; Santa-Clara, Pedro [Other]
  • Published: [S.l.]: SSRN, [2016]
  • Extent: 1 Online-Ressource (15 p)
  • Language: English
  • Origination:
  • Footnote: In: Journal of Financial and Quantitative Analysis, 50, October 2015
    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2015 erstellt
  • Description: This appendix to 'Beyond the Carry Trade: Optimal Currency Portfolios' presents supplementary results not included in the paper.The paper may be found here: 'http://ssrn.com/abstract=2041460' http://ssrn.com/abstract=2041460
  • Access State: Open Access