Sining Liu

The University of Hong Kong

Pokfulam Road

Hong Kong, Pokfulam HK

China

Washington University in St. Louis

One Brookings Drive

Campus Box 1208

Saint Louis, MO MO 63130-4899

United States

Renmin University of China

Room B906

Xianjin Building

Beijing, Beijing 100872

China

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Dollar and Carry Redux

Number of pages: 68 Posted: 13 Jul 2022 Last Revised: 21 Nov 2023
The University of Hong Kong, The University of Hong Kong, Boston University - Department of Finance & Economics and HKU Business School
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Abstract:

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Foreign Exchange, Dollar, Carry, Conditional, Factor, Pricing Model