@article {menkhoff2012carry,
	title = {Carry trades and global foreign exchange volatility},
	journal = {The Journal of Finance},
	volume = {67},
	year = {2012},
	pages = {681{\textendash}718},
	author = {Menkhoff, Lukas and Sarno, Lucio and Schmeling, Maik and Schrimpf, Andreas}
}
