Carry trade
17 papers on carry trade as a systematic trading strategy. Earning the yield differential: currency carry, commodity and bond carry, carry across asset classes.
Also searched as: currency carry trade, carry strategies, interest rate differential, carry across asset classes
Papers172009–2026
Share of the family100 %17 of 17
Asset
Method
Papers by yearCarry trade
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns by Bakshi et al.Commodities | 25 | Commodities | 2015 |
| Detecting Crowded Trades in Currency Funds by Pojarliev and LevichCurrencies | 13 | Currencies | 2009 |
| Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities by Lu and JacobsenEquities | 3 | Equities | 2014 |
| Latest additions | asset | |
|---|---|---|
| Information-Geometric Phase Transitions in Currency Markets: Curvature-Driven Detection and Early Warning of Carry Trade Crashes in USD/JPY by Shah and SolankiCurrencies | Currencies | 2026 |
| Timing Currency Factors with Machine Learning by TörökCurrencies | Currencies | 2026 |
| Market-neutral Carry Strategies: Harvesting Carry Without Market Risk by TzotchevMulti-asset | Multi-asset | 2024 |
| The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy by Böck et al.Currencies | Currencies | 2023 |
| Carry Trades and Monetary Conditions by FalconioCurrencies | Currencies | 2016 |
Assets with their own page
13 papers| Carry trade in currencies | 13 |
Carry trade in commodities
2 papers| cited by | method | ||
|---|---|---|---|
| Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns by Bakshi et al. | 25 | Linear factor models | 2015 |
| A Better Specified Asset Pricing Model to Explain the Cross-Section and Time-Series of Commodity Returns by Bakshi et al. | 14 | Linear factor models | 2013 |
Carry trade in equities
1 paper| cited by | method | ||
|---|---|---|---|
| Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities by Lu and Jacobsen | 3 | 2014 |
Carry trade in multi-asset
1 paper| cited by | method | ||
|---|---|---|---|
| Market-neutral Carry Strategies: Harvesting Carry Without Market Risk by Tzotchev | 0 | 2024 |