Understanding the price of volatility risk in carry trades



Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Valente, Giorgio
(2015) Understanding the price of volatility risk in carry trades. Journal of Banking & Finance, 57. 118 - 129.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 17 Jun 2019 08:50
Last Modified: 20 Mar 2020 22:52
DOI: 10.1016/j.jbankfin.2015.04.002
URI: http://livrepository.liverpool.ac.uk/id/eprint/3045884