SSRNCrypto & DeFi
The Risk and Return of Cryptocurrency Carry Trade
Risk and Return: Cryptocurrency carry trade provides high returns that are not solely explained by cryptocurrency factors or geopolitical risks, indicating a significant part of returns is a premium for equity market volatility risk.
Featured in No. 30 on 20 Dec 2023 · 5 days after release · 1 citation today
- Released
- 15 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 1
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 4666425
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).