Xiao Xie

Shanghai Advanced Institute of Finance

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

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A Machine Learning Approach to Forecasting Carry Trade Returns

Xiao Wang, Xiao Xie, Yihua Chen & Borui Zhao (2021) A machine learning approach to forecasting carry trade returns, Applied Economics Letters, https://doi.org/10.1080/13504851.2021.1918624

Number of pages: 15 Posted: 03 Nov 2020 Last Revised: 04 Oct 2021

Xiao Wang, Xiao Xie, Yihua Chen and Borui Zhao

University of Science and Technology of China, Shanghai Advanced Institute of Finance, affiliation not provided to SSRN and University of Science and Technology of China (USTC)

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