Carry Trade and Momentum in Currency Markets
NBER Working Paper No. 16942
---- 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.