Following the Stars: Long-Run Rates in the Carry Trade
Research shows that sorting currencies on long-run interest-rate differentials yields a carry strategy with higher Sharpe ratios and significant alpha versus traditional carry.
Featured in No. 139 on 13 Nov 2026 · 2 days after release
- Released
- 11 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7684526
- Authors
- Mohammed Mehdi Kaebi and Igor Ferreira Batista Martins
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).