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Optimal Currency Strategies Under Deviations From Interest Parity

Extending Campbell et al., the analysis shows empirically measured deviations from interest parity reverse optimal currency demands for emerging-market investors.

Featured in No. 134 on 9 Oct 2026 · 13 days after release

Released
26 Sep 2026
First featured
No. 134 · 9 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:nbr:nberwo:35498
Authors
Luis M. Viceira and Sally Shen

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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