Discussion paper DP8991 Country Size, Currency Unions, and International Asset Returns Tarek Hassan 27 May 2012 Financial Economics International Macroeconomics International Trade and Regional Economics F3 G0
VoxEU Column The risk in carry trades Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 23 Mar 2011 Exchange Rates International Finance
Discussion paper DP8291 Carry Trades and Global Foreign Exchange Volatility Lukas Menkhoff Lucio Sarno Andreas Schrimpf Maik Schmeling 14 Mar 2011 Financial Economics International Macroeconomics F31 G12 G15
VoxEU Column Getting beyond carry trade: What makes a safe-haven currency? Livio Stracca Maurizio Michael Habib 30 Jan 2011 International Finance
VoxEU Column Carry on speculating on the volatility of foreign exchange Lucio Sarno Ilias Tsiakas Pasquale Della Corte 26 Jan 2011 Frontiers of economic research International Finance
Discussion paper DP7791 A Transaction Data Study of the Forward Bias Puzzle Paolo Vitale Dagfinn Rime Francis Breedon 23 Apr 2010 International Macroeconomics D82 G14 G15
Discussion paper DP7345 The Time-Varying Systematic Risk of Carry Trade Strategies Paul Söderlind Charlotte Christiansen Angelo Ranaldo 28 Jun 2009 International Macroeconomics F31 G11 G15
Discussion paper DP7322 Crash Risk in Currency Markets Xavier Gabaix Adrien Verdelhan Romain Ranciere Emmanuel Farhi Samuel P. Fraiberger 14 Jun 2009 Financial Economics International Macroeconomics F3 F31 G01 G14
VoxEU Column $60 billion and counting: Carry trade-related losses and their effect on CDS spreads in Central and Eastern Europe Simon Wehrmüller Raphael Auer 20 Apr 2009 International Finance
VoxEU Column Small man’s carry trade in Central and Eastern Europe: Is he really taking the bet? Marcel Peter Martin Brown Andreas Fischer Raphael Auer 29 Jan 2009 International Finance
Discussion paper DP6873 Do Peso Problems Explain the Returns to the Carry Trade? Martin Eichenbaum Sérgio Rebelo Craig Burnside Isaac Kleshchelski 20 Jun 2008 International Macroeconomics F31
VoxEU Column Regulating the international financial system: towards a more balanced, market-based model Richard Portes 15 Nov 2007 Financial Markets