We thank for comments two anonymous referees, Renee Fry, Wolfgang Lemke, the participants at the conference Advances in International Economics and Economic Dynamics, held in honor of Giancarlo Gandolfo in Roma, 20–21 September 2010 and especially the discussant, Francesco Nucci. Thanks are also due to the participants in seminars held at the Warwick Business School and the Cass Business School in May 2011 and especially to Pasquale della Corte, as well as those in the informal FX workshop held at the Bank of Italy on 21 December 2011. Ines Van Robays provided computational assistance. We are solely responsible for any errors and the opinions expressed in this paper do not necessarily reflect those of the European Central Bank nor those of Banca d'Italia or the Eurosystem. The first draft of this paper was written while the first author was on leave in the Directorate General Economics of the European Central Bank.
Macroeconomic Determinants of Carry Trade Activity
Version of Record online: 16 JUL 2012
© 2012 Blackwell Publishing Ltd
Review of International Economics
Special Issue: The Great Recession and the International Economy: Financial and Trade Developments. Guest Editors: Giuseppe De Arcangelis, Pier Carlo Padoan, and Luca Antonio Ricci
Volume 20, Issue 3, pages 468–488, August 2012
How to Cite
Anzuini, A. and Fornari, F. (2012), Macroeconomic Determinants of Carry Trade Activity. Review of International Economics, 20: 468–488. doi: 10.1111/j.1467-9396.2012.01034.x
- Issue online: 16 JUL 2012
- Version of Record online: 16 JUL 2012
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