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Oil Market Uncertainty and Excess Returns on Currency Carry Trade



Time-Varying Risk Aversion and Currency Excess Returns


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10.1016/j.ribaf.2021.101391

Oil Market Uncertainty and Excess Returns on Currency Carry Trade



Time-Varying Risk Aversion and Currency Excess Returns



Enhanced Carry: Prospective Interest Rate Differential and Currency Excess Returns



The Role of Beliefs in Asset Prices: Evidence from Exchange Rates


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Currency Excess
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