Currency carry trade, Exchange rates, Implied volatility, Market timing, VIX, VXY
dx.doi.org/10.1016/j.jbankfin.2015.04.026, hdl.handle.net/1765/85924
ERIM Top-Core Articles
Journal of Banking & Finance
Erasmus School of Economics

Egbers, T, & Swinkels, L.A.P. (2015). Can implied volatility predict returns on the currency carry trade?. Journal of Banking & Finance, 59, 14–26. doi:10.1016/j.jbankfin.2015.04.026