Comment on "Carry Trades and Currency Crashes"
Hanno Lustig, Adrien Verdelhan
Chapter in NBER book NBER Macroeconomics Annual 2008, Volume 23 (2009), Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors (p. 361 - 384)
Carry Trades and Currency Crashes, Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen
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