By the same authors

Carry and Trend Following Returns in the Foreign Exchange Market

Research output: Working paperDiscussion paper

Standard

Carry and Trend Following Returns in the Foreign Exchange Market. / Clare, Andrew; Seaton, James; Smith, Peter Nigel; Thomas, Steve.

Department of Economics and Related Studies, University of York, 2015. p. 1-32 (Department of Economics Discussion Papers in Economics).

Research output: Working paperDiscussion paper

Harvard

Clare, A, Seaton, J, Smith, PN & Thomas, S 2015 'Carry and Trend Following Returns in the Foreign Exchange Market' Department of Economics Discussion Papers in Economics, Department of Economics and Related Studies, University of York, pp. 1-32. <http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2633752>

APA

Clare, A., Seaton, J., Smith, P. N., & Thomas, S. (2015). Carry and Trend Following Returns in the Foreign Exchange Market. (pp. 1-32). (Department of Economics Discussion Papers in Economics). Department of Economics and Related Studies, University of York. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2633752

Vancouver

Clare A, Seaton J, Smith PN, Thomas S. Carry and Trend Following Returns in the Foreign Exchange Market. Department of Economics and Related Studies, University of York. 2015 Jul 20, p. 1-32. (Department of Economics Discussion Papers in Economics).

Author

Clare, Andrew ; Seaton, James ; Smith, Peter Nigel ; Thomas, Steve. / Carry and Trend Following Returns in the Foreign Exchange Market. Department of Economics and Related Studies, University of York, 2015. pp. 1-32 (Department of Economics Discussion Papers in Economics).

Bibtex - Download

@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",

}

RIS (suitable for import to EndNote) - Download

TY - UNPB

T1 - Carry and Trend Following Returns in the Foreign Exchange Market

AU - Clare, Andrew

AU - Seaton, James

AU - Smith, Peter Nigel

AU - Thomas, Steve

PY - 2015/7/20

Y1 - 2015/7/20

M3 - Discussion paper

VL - 15/07

T3 - Department of Economics Discussion Papers in Economics

SP - 1

EP - 32

BT - Carry and Trend Following Returns in the Foreign Exchange Market

PB - Department of Economics and Related Studies, University of York

ER -