Currency Carry Trade Regimes: Beyond the Fama Regression

By Richard Clarida, J. Davis, N. Pedersen. 2009

177 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b4d21b2a73f014a4c1371c0e2d573b939d552817

Citations in the corpus

• Carry Trades and Global Foreign Exchange Volatility (2012, unknown): “Clarida et al. (2009) document a similar feature and relate this to results from Fama UIP regressions.”
• The Crisis in the Foreign Exchange Market (2009, unknown): “Some examples are Brunnermeier, Nagel, and Pedersen (2008); Jurek (2007); and Clarida, Davis, and Pedersen (2009).”
• Macroeconomic Determinants of Carry Trade Activity (2012, unknown): “[9] Clarida V, J.”