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Results of search for carry trade
Records found: 25
| DP15313 |
The Economics of Currency Risk Author(s): Tarek Alexander Hassan and Tony Zhang Published: September 2020 |
| DP15305 |
Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio Author(s): Ilias Filippou, David Rapach, Mark P Taylor and Guofu Zhou Published: September 2020 |
| DP15273 |
Global Liquidity and Impairment of Local Monetary Policy Author(s): Salih Fendoglu, Eda Gulsen and José Luis Peydró Published: September 2020 |
| DP15052 |
The Out-of-Sample Performance of Carry Trades Author(s): Po-Hsuan Hsu, Mark P Taylor and Zigan Wang Published: July 2020 |
| DP14683 |
The Open-Economy ELB: Contractionary Monetary Easing and the Trilemma Author(s): Paolo Cavallino and Damiano Sandri Published: April 2020 |
| DP14497 |
A century of arbitrage and disaster risk pricing in the foreign exchange market Author(s): Giancarlo Corsetti and Emile Alexandre Marin Published: March 2020 |
| DP13571 |
Currency Regimes and the Carry Trade Author(s): Olivier Accominotti, Jason Cen, David Chambers and Ian W Marsh Published: March 2019 |
| DP13478 |
Oil Prices, Exchange Rates and Interest Rates Author(s): Lutz Kilian and Xiaoqing Zhou Published: January 2019 |
| DP13463 |
Good Carry, Bad Carry Author(s): Geert Bekaert and George Panayotov Published: January 2019 |
| DP12865 |
Corporate foreign bond issuance and interfirm loans in China Author(s): Yi Huang, Ugo Panizza and Richard Portes Published: April 2018 |
| DP11970 |
The Quanto Theory of Exchange Rates Author(s): Lukas Kremens and Ian Martin Published: April 2017 |
| DP11129 |
Currency Premia and Global Imbalances Author(s): Pasquale Della Corte, Steven Riddiough and Lucio Sarno Published: February 2016 |
| DP10060 |
Forward and Spot Exchange Rates in a Multi-currency World Author(s): Tarek Alexander Hassan and Rui C. Mano Published: July 2014 |
| DP10016 |
Common Macro Factors and Currency Premia Author(s): Ilias Filippou and Mark P Taylor Published: June 2014 |
| DP9852 |
Out-of-Sample Evidence on the Returns to Currency Trading Author(s): Olivier Accominotti and David Chambers Published: March 2014 |
| DP9771 |
Carry Author(s): Ralph Koijen, Tobias J Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt Published: December 2013 |
| DP9664 |
Gambling for resurrection in Iceland: the rise and fall of the banks Author(s): Friðrik Már Baldursson and Richard Portes Published: September 2013 |
| DP9484 |
Conditional Risk Premia in Currency Markets and Other Asset Classes Author(s): Martin Lettau, Matteo Maggiori and Michael Weber Published: May 2013 |
| DP8991 |
Country Size, Currency Unions, and International Asset Returns Author(s): Tarek Alexander Hassan Published: May 2012 |
| DP8747 |
Currency Momentum Strategies Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: January 2012 |
| DP8745 |
Sources of Risk in Currency Returns Author(s): Mikhail Chernov, Jeremy Graveline and Irina Zviadadze Published: January 2012 |
| DP8291 |
Carry Trades and Global Foreign Exchange Volatility Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: March 2011 |
| DP7791 |
A Transaction Data Study of the Forward Bias Puzzle Author(s): Francis Breedon, Dagfinn Rime and Paolo Vitale Published: April 2010 |
| DP7547 |
A Preferred-Habitat Model of the Term Structure of Interest Rates Author(s): Dimitri Vayanos and Jean-Luc Vila Published: November 2009 |
| DP7345 |
The Time-Varying Systematic Risk of Carry Trade Strategies Author(s): Charlotte Christiansen, Angelo Ranaldo and Paul Söderlind Published: June 2009 |
Records Found 25