Carry (papers)

All asset classes

• Israel, R., Kang, J. and Richardson, S. Investing with Style in Corporate Bonds (2015). SSRN
• Koijen, R. et. al. Carry (2013). SSRN

FX

• Breedon, F., Rime, D. and Vitale, P. Carry Trades, Order Flow and the Forward Bias Puzzle (2015). SSRN
• Georges, N. ANANTA: A Systematic Quantitative FX Trading Strategy (2014). SSRN