Macroeconomic Determinants of Carry Trade Activity

159 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Impact of macro-economic surprises on carry trade activity (2013, background): “The results are consistent with Anzuini and Fornari (2012), who find that macro-economic shocks can have significant impact on carry trade profitability.”