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When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds

Financial Analysts Journal - United States
doi 10.2469/faj.v73.n1.4
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Abstract

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Categories
AccountingEconomicsFinanceEconometrics
Date

January 1, 2017

Authors
Michael MelvinDuncan Shand
Publisher

Informa UK Limited


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