Are carry, momentum and value still there in currencies?

Mark Hutchinson

doi:10.2139/ssrn.4024296

Are carry, momentum and value still there in currencies?

Mark Hutchinson

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	SSRN Electronic Journal
DOIs	https://doi.org/10.2139/ssrn.4024296
Publication status	Published - 2022

Keywords

Carry (investment)
Value (mathematics)
Momentum (technical analysis)
Economics
Financial economics
Monetary economics
Mathematics
Statistics
Finance

Access to Document

10.2139/ssrn.4024296

https://openalex.org/W4210422874Licence: CC BY-NC-ND

Cite this

@article{ee17db87396c49a082088a0ceca3a924,

title = "Are carry, momentum and value still there in currencies?",

keywords = "Carry (investment), Value (mathematics), Momentum (technical analysis), Economics, Financial economics, Monetary economics, Mathematics, Statistics, Finance",

author = "Mark Hutchinson",

year = "2022",

doi = "10.2139/ssrn.4024296",

language = "English",