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Xi Nancy Mo

University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

9201 University City Blvd.

Charlotte, NC 28223

United States

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

Clinical Assistant Professor

9201 University City Boulevard

Charlotte, NC 28223

United States

SCHOLARLY PAPERS

1

DOWNLOADS

686

TOTAL CITATIONS

1

Scholarly Papers (1)

1.

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

Review of Finance, 2025[10.1093/rof/rfaf047]
Number of pages: 141 Posted: 15 Jun 2019 Last Revised: 14 Apr 2026
I-Hsuan Ethan Chiang and Xi Nancy Mo
University of North Carolina (UNC) at Charlotte and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 686 (95,653)
Citation 1

Abstract:

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