Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach

Ariel Mantzura, Ben Z. Schreiber

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Fingerprint

Dive into the research topics of 'Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance