- 1 Introduction
- 2 Theoretical and Empirical Framework
- 2.1 Theoretical Background
- 2.2 Econometric Approach
- 3 Data Description
- 3.1 Currency Excess Returns
- 3.2 Carry Trade Excess Returns
- 3.3 Additional Variables
- 4 Empirical Results
- 4.1 Preliminary Results
- 4.2 Results from the Smooth Transition Regression Model
- 5 Conclusion
- References
Persistent link: https://www.econbiz.de/10005868714