@article{publication-5919,
	author={Ranaldo, Angelo and Christiansen, Charlotte and S{\"o}derlind, Paul},
	doi={10.1017/S0022109011000263},
	issn={0022-1090},
	journal={Journal of Financial and Quantitative Analysis},
	number=4,
	pages={1107-1125},
	publisher={Cambridge University Press},
	title={The Time-Varying Systematic Risk of Carry Trade Strategies},
	volume=46,
	year=2011,
}