@techreport{e5d450fbf06048eaa35040eb8704c3b4,
title = "Carry and Trend Following Returns in the Foreign Exchange Market",
author = "Andrew Clare and James Seaton and Smith, {Peter Nigel} and Steve Thomas",
year = "2015",
month = jul,
day = "20",
language = "English",
volume = "15/07",
series = "Department of Economics Discussion Papers in Economics",
publisher = "Department of Economics and Related Studies, University of York",
pages = "1--32",
type = "WorkingPaper",
institution = "Department of Economics and Related Studies, University of York",
}