NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Carry Trade and Momentum in Currency Markets

Craig Burnside, Martin S. Eichenbaum, Sergio Rebelo

NBER Working Paper No. 16942
Issued in April 2011

---- Acknowledgements -----

Burnside, C, Eichenbaum, M and Rebelo, S. 2011. Carry Trade and Momemtum in Currency Markets. Annu. Rev. Fin. Econ.: Submitted. Doi: 10.1146/annurev-financial-102710-144913 The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

return to bibliography page

 
Publications
Activities
Meetings
Data
People
About

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

Contact Us