Publications

Carry Trades and Global Foreign Exchange Volatility

Refereed Journal // 2012

Carry Trades and Global Foreign Exchange Volatility

Menkhoff, Lukas, Lucio Sarno, Maik Schmeling and Andreas Schrimpf (2012), Carry Trades and Global Foreign Exchange Volatility, Journal of Finance 67 , 681-718

Authors Lukas Menkhoff // Lucio Sarno // Maik Schmeling // Andreas Schrimpf