Xi Nancy Mo

University of North Carolina (UNC) at Charlotte, The Belk College of Business Administration, Finance

PhD Candidate

9201 University City Boulevard

Charlotte, NC 28223

United States

  • University of North Carolina (UNC) at Charlotte, The Belk College of Business Administration, Finance

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Scholarly Papers (1)

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A 'Bad Beta, Good Beta' Anatomy of Currency Risk Premiums and Trading Strategies

Number of pages: 115 Posted: 15 Jun 2019 Last Revised: 16 Jun 2023
I-Hsuan Ethan Chiang and Xi Nancy Mo
University of North Carolina (UNC) at Charlotte and University of North Carolina (UNC) at Charlotte, The Belk College of Business Administration, Finance
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Citation 2

Abstract:

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currency risk premium, real exchange rate, variance decomposition, present value decomposition, multifactor model, carry trade