Carry Trade and Momentum in Currency Markets

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How researchers see this paper

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Conditional Risk Premia in Currency Markets and Other Asset Classes (2014, unknown): “Burnside, Eichenbaum, Kleshchelski, and Rebelo (2011), Burnside, Eichenbaum, and Rebelo (2011, 2009), and Burnside, Han, Hirshleifer, and Wang (2011) focus on explanations of the carry trade such as investor overconfidence and peso problems.”
Carry Trades and Risk (2011, methodology): “An alternative explanation is the one pursued by Burnside et al. (2011), who argue that periods of extreme risk aversion that have not been observed in sample (peso events) can explain the returns to the carry trade and the stock market.”
Currency Momentum Strategies (2012, unknown): “However, some evidence on the existence of crosssectional momentum profits in the FX market is provided by Okunev and White (2003), Asness, Moskowitz, and Pedersen (2009) and Burnside, Eichenbaum, and Rebelo (2011) in the context of small cross sections of major currencies.”
Understanding FX Liquidity (2015, background): “28Conceptually, this variable also can be related to momentum strategies in FX markets recently studied by, for example, Asness, Moskowitz, and Pedersen (2012), Burnside, Eichenbaum, and Rebelo (2011), and Menkhoff, Sarno, Schmeling, and Schrimpf (2012b).”