NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Currency Carry Trade Regimes: Beyond the Fama Regression

Richard Clarida, Josh Davis, Niels Pedersen

NBER Working Paper No. 15523
Issued in November 2009

---- Acknowledgements -----

We would like to thank Vineer Bhansali for stimulating and renewing our interest in this topic. We thank our discussant and participants at the Warwick/JIMF conference on the Global Financial Crisis(2009) for valuable suggestions and comments. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us