Blades of Carry: The Big Short
A new predictor, MCOR, uses a moderate cross-section of currency returns and covariates correlation to robustly predict carry trade returns, introducing a new currency investment strategy called MaC strategy.
Featured in No. 40 on 13 Mar 2024 · 5 days after release · 0 citations today
- Released
- 8 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4752712
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