Roberto Rossignoli

MONEYFARM

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Scholarly Papers (1)

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Still Crazy after All These Years: The Returns on Carry Trade

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 327
Number of pages: 35 Posted: 08 Feb 2016
Emilio Colombo, Gianfranco Forte and Roberto Rossignoli
Catholic University of the Sacred Heart of Milan, Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law and MONEYFARM
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Abstract:

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Carry trade, Support Vector Machines, market volatility