---
title: Optimal Currency Strategies Under Deviations From Interest Parity
url: https://www.ml-quant.com/papers/repec/nbr-nberwo-35498/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:nbr:nberwo:35498
source_url: https://econpapers.repec.org/RePEc:nbr:nberwo:35498
featured: 2026-10-09
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://econpapers.repec.org/RePEc:nbr:nberwo:35498
- Identifier: RePEc:nbr:nberwo:35498
- Released: 2026-09-26
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation
- Authors: Luis M. Viceira, Sally Shen

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