Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence - Matthew Ames, Gareth W. Peters, Guillaume Bagnarosa, Ioannis Kosmidis

Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence - Matthew Ames, Gareth W. Peters, Guillaume Bagnarosa, Ioannis Kosmidis | Arena