Machine Learning and Currency Carry Strategy
Log in to collectAcademic paper
The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability
Ilias Filippou; David E. Rapach; Mark P. Taylor; Guofu Zhou
Washington University in St. Louis- Washington University in St. Louis - John M. Olin Business School
- Federal Reserve Bank of Atlanta
- Research Department, Federal Reserve Bank of Atlanta
- Brookings Institution
Centre for Economic Policy Research- Centre for Economic Policy Research (CEPR)
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.