Currency Portfolios
The research suggests that high foreign exchange (FX) ambiguity results in high currency carry returns, indicating that FX ambiguity encompasses aspects of uncertainty not covered by FX volatility.
Featured in No. 46 on 24 Apr 2024 · 29 days after release
- Released
- 26 Mar 2024
- First featured
- No. 46 · 24 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4801233
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).