The alphaville blog of the Financial Times picked up a note published on the VoxEU.org website about Ilias Tsiakas's forthcoming paper in the Journal of Financial Economics. The website publishes research-based analysis and commentary by leading economists. For more information, see http://ftalphaville.ft.com/blog/2011/01/26/470211/the-new-volatility-fx-carry-trade/ [1]