Reference health

Still Crazy after All These Years: The Returns on Carry Trade

https://doi.org/10.2139/ssrn.2728990
CiteStamped reference-health badge
26/26 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

The 26 checked references that resolve
resolves10.1016/j.jfineco.2013.04.010
Predictability of currency carry trades and asset pricing implications
resolves10.1086/593088
Carry Trades and Currency Crashes
resolves10.1093/rfs/hhn098
Market Liquidity and Funding Liquidity
resolves10.1093/rfs/hhq138
Do Peso Problems Explain the Returns to the Carry Trade?
resolves10.1016/j.jbankfin.2014.01.040
Foreign exchange risk and the predictability of carry trade returns
resolves10.1017/s0022109011000263
The Time-Varying Systematic Risk of Carry Trade Strategies
resolves10.1016/j.jimonfin.2009.08.010
Currency carry trade regimes: Beyond the Fama regression
resolves10.1007/bf00994018
Support-vector networks
resolves10.1002/9781118445785.ch8
Statistical and Economic Methods for Evaluating Exchange Rate Predictability
resolves10.1016/b978-0-444-54314-1.00008-2
Exchange Rates and Interest Parity
resolves10.3386/w15062
Crash Risk in Currency Markets
resolves10.1111/0022-1082.00327
The Economic Value of Volatility Timing
resolves10.2139/ssrn.1930709
Nonlinear Support Vector Machines Can Systematically Identify Stocks with High and Low Future Returns
resolves10.1016/j.jinteco.2012.03.001
The carry trade and fundamentals: Nothing to fear but FEER itself
resolves10.1016/j.jfineco.2014.05.004
Crash-neutral currency carry trades
resolves10.1016/j.jempfin.2008.03.002
Robust performance hypothesis testing with the Sharpe ratio
resolves10.7551/mitpress/4602.001.0001
The Microstructure Approach to Exchange Rates
resolves10.1016/0022-1996(83)90017-X
Empirical exchange rate models of the seventies
resolves10.1111/j.1540-6261.2012.01728.x
Carry Trades and Global Foreign Exchange Volatility
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1016/j.eneco.2014.03.017
Forecasting energy markets using support vector machines
resolves10.1257/jel.51.4.1063
Exchange Rate Predictability
resolves10.1007/s10679-006-9001-z
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
resolves10.1016/s0925-2312(01)00676-2
Modified support vector machines in financial time series forecasting
resolves10.1016/s1574-0706(05)01008-6
Chapter 8 Forecasting economic variables with nonlinear models
resolves10.2139/ssrn.1687953
Out-of-sample Predictions of Bond Excess Returns and Forward Rates: An Asset-Allocation Perspective
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2728990"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2728990/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2728990/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2728990)