Microsoft Word - 20130503_2_Carry Trade Paper.docxViral V. Acharya Sascha Steffen Working Paper 19039 http://www.nber.org/papers/w19039 Cambridge, MA 02138 May 2013 We thank
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Do Peso Problems Explain the Returns to the Carry Trade� Craig Burnsidey Martin Eichenbaumz Isaac Kleshchelskix and Sergio Rebelo{ September 2010 Abstract We study the…
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Viral V. Acharya † Sascha Steffen ‡ Abstract This paper argues that the European banking crisis can in part be explained by a “carry trade” behavior
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1 The “Greatest” Carry Trade Ever Understanding Eurozone Bank Risks Viral V Acharya† Sascha Steffen‡ June 10 2014 Abstract We show that eurozone bank risks during…
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