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Do Peso Problems Explain the Returns to the Carry Trade?, Review of Financial Studies
Craig Burnside, Isaac Kleshchelski, Martin Eichenbaum, Sergio Rebelo
Burnside, Craig, Isaac Kleshchelski, Martin Eichenbaum, and Sergio Rebelo. 2011. Do Peso Problems Explain the Returns to the Carry Trade?. Review of Financial Studies. 24(3): 853-91.
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