Uncovered interest parity and the FX carry tradeFootnote†
†All views expressed in this article are those of the authors and do not necessarily represent the views of Citibank NA or its affiliates.

Jessica James Citigroup Centre, 33 Canada Square, Canary Wharf, London, E14 5LB, UKCorrespondence[email protected]

Kristjan Kasikov Citigroup Centre, 33 Canada Square, Canary Wharf, London, E14 5LB, UK

Aysu Secmen Citigroup Centre, 33 Canada Square, Canary Wharf, London, E14 5LB, UK

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Liyan Han, Xue Jiang & Libo Yin. (2019) The predictive performance of the currency futures basis for spot returns. Quantitative Finance 19:3, pages 391-405.
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Jessica James, Kristjan Kasikov & Kerry-Ann Edwards. (2012) The end of diversification. Quantitative Finance 12:11, pages 1629-1636.
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. 2015. FX Option Performance. FX Option Performance 123 147 .

. 2015. FX Option Performance. FX Option Performance 47 76 .

John Pippenger. (2011) The solution to the forward-bias puzzle: Reply. Journal of International Financial Markets, Institutions and Money 21:4, pages 629-636.
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Uncovered interest parity and the FX carry tradeFootnote†
†All views expressed in this article are those of the authors and do not necessarily represent the views of Citibank NA or its affiliates.

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Uncovered interest parity and the FX carry tradeFootnote††All views expressed in this article are those of the authors and do not necessarily represent the views of Citibank NA or its affiliates.

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Uncovered interest parity and the FX carry tradeFootnote†
†All views expressed in this article are those of the authors and do not necessarily represent the views of Citibank NA or its affiliates.