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Browsing BI Open by Author "Aasvestad, Cecilie"

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    • The foreign exchange market : can order flow improve a currency carry trade? 

      Aasvestad, Cecilie; Larsen, Unni (Master thesis, 2013-02-05)
      The objective of this master thesis is to examine if a currency carry trade can be improved by accounting for order flow. We construct a carry trade strategy by pairing the three highest interest rate currencies to the ...

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