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Article
Title:
Do Peso Problems Explain the Returns to the Carry Trade?
Authors:
Craig Burnside
(
Duke U
)
Martin Eichenbaum
(
Northwestern U
,
Fed Res Bk of Chicago
)
Isaac Kleshchelski
(
Washington U in St Louis
)
Sergio Rebelo
(
Northwestern U
)
Journal:
Review Of Financial Studies
Year:
2011
Volume:
24
Pages:
853-891
JEL codes:
F31 - Foreign Exchange
G13 - Contingent Pricing; Futures Pricing
G15 - International Financial Markets
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