Carry Trades and Global Foreign Exchange Volatility
Article first published online: 27 MAR 2012
© 2012 the American Finance Association
The Journal of Finance
Volume 67, Issue 2, pages 681–718, April 2012
How to Cite
MENKHOFF, L., SARNO, L., SCHMELING, M. and SCHRIMPF, A. (2012), Carry Trades and Global Foreign Exchange Volatility. The Journal of Finance, 67: 681–718. doi: 10.1111/j.1540-6261.2012.01728.x
- Issue published online: 27 MAR 2012
- Article first published online: 27 MAR 2012
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