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Bibliography
Carry Bibliography
May 28, 2014
We have compiled a list of books, journal articles and working papers that were helpful in developing our research around carry investing.
Working Paper
Carry Trades and Currency Crashes
November 1, 2008
Is there a strong link between a currency carry strategy and crash risk? We find that investing in high-interest-rate currencies while borrowing in low-interest-rate currencies delivers negatively skewed returns.