Carry Trades and Currency Crashes
Read the paperopens www.nber.org in a new tab
What they found
The authors document that carry trade returns are negatively skewed: high-interest currencies go up the stairs and down the elevator. Using data on eight major currencies from 1986 to 2006, they show that the skewness is linked to speculator positioning (when futures positioning in a carry currency is crowded, subsequent crash risk rises), that carry currencies crash when the VIX spikes and funding liquidity dries up, and that options on carry currencies price this crash risk through risk reversals. The unwinding of crowded carry positions amplifies the crash.
See it drawn
Original diagrams for the ideas on this page. Illustrative, not real market data.
What you can use
- Carry earns steadily and then loses months of gains in days; the return distribution is the opposite of a lottery ticket.
- Crowded carry positioning (visible in futures data) predicts larger crashes; the exit is narrow when everyone is on the same side.
- Carry crashes coincide with VIX spikes and liquidity stress, so carry is correlated with everything else risky in the worst moments.
Caveats
Sample ends just before the 2008 crash, which then confirmed the thesis dramatically. Positioning data from CFTC futures covers only part of the carry market.
Tags: forex, carry, crashes, skewness, liquidity
Summaries are our own reading of the paper, not the authors' words. Educational only, not advice. Discuss it in Book Club.