DukeSpace

Browsing by Author "Kleshchelski, Isaac"

DukeSpace

Browsing by Author "Kleshchelski, Isaac"

Sort by: Order: Results:

  • Do Peso Problems Explain the Returns to the Carry Trade?
    Burnside, A. Craig; Eichenbaum, Martin; Kleshchelski, Isaac; Rebelo, Sergio T. (SSRN eLibrary, 2008)
    Currencies that are at a forward premium tend to depreciate. This `forward-premium puzzle' is an egregious deviation from uncovered interest parity. We document the properties of the carry trade, a currency speculation ...
  • The Returns to Currency Speculation
    Burnside, A. Craig; Eichenbaum, Martin; Kleshchelski, Isaac; Rebelo, Sergio T. (SSRN eLibrary, 2006)
    Currencies that are at a forward premium tend to depreciate. This `forward-premium puzzle` represents an egregious deviation from uncovered interest parity. We document the properties of returns to currency speculation ...