Optimal currency hedge and the carry trade

statement of authorship
Fabio Filipozzi, Kersti Harkmann
source
Review of accounting and finance
journal volume number month
vol. 19, 3
year of publication
pages
p. 411-427
keyword
carry trade
dynamic hedge
currency hedge
ISSN
1475-7702
notes
Bibliogr. p. 425-427
scientific publication
teaduspublikatsioon
classifier
1.1
kvartiil
Q3
language
inglise
Filipozzi, F., Harkmann, K. Optimal currency hedge and the carry trade // Review of accounting and finance (2020) vol. 19, 3, p. 411-427. https://doi.org/10.1108/RAF-10-2018-0219