Essays on empirical asset pricing
In this thesis we look to advance our understanding of how asset prices fluctuate and why. In the first chapter we provide an extensive survey on the time-series and cross-sectional variation in average returns on currency carry trade strategies. We then identify a research niche that examines the r...
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Imperial College London
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.705799 |