carry_etf_data.xlsx#
Monthly total-return panel of carry-adjacent ETFs (DBV currency carry, SPY, rates/credit: IEF, TLT, SHY, HYG, LQD) for the Carry and Tail Risk discussion.
Source |
BB — Bloomberg Terminal |
Years |
2004-2025 |
Frequency |
M |
Vintage |
Rolling — refreshed by re-running the builder |
Provenance |
Bloomberg ETF total-return pull; standalone builder not in canonical. |
Used in this book#
Carry and Tail Risk — Projects (Discussion)
Files in this book#
carry_etf_data.xlsx