Discussion paper DP11970 The Quanto Theory of Exchange Rates Ian Martin Lukas Kremens 19 Apr 2017 Financial Economics International Macroeconomics and Finance G12 G15 F31 F37 F47
VoxEU Column Global imbalance risk and exchange rates Steven Riddiough Lucio Sarno Pasquale Della Corte 29 Feb 2016 Exchange Rates Financial Markets
Discussion paper DP11129 Currency Premia and Global Imbalances Pasquale Della Corte Steven Riddiough Lucio Sarno 22 Feb 2016 Financial Economics International Macroeconomics and Finance F31 F37 G12 G15
Discussion paper DP10060 Forward and Spot Exchange Rates in a Multi-currency World Tarek Hassan Rui Mano 13 Jul 2014 Financial Economics International Macroeconomics F31 G12 G15
Discussion paper DP10016 Common Macro Factors and Currency Premia Mark Taylor 8 Jun 2014 Financial Economics International Macroeconomics F31 G11 G15
VoxEU Column The credit cycle and vulnerabilities in emerging economies: the case of Latin America Ugo Panizza Andrew Powell Julián Caballero 2 Apr 2014 Exchange Rates Financial Markets International Finance
VoxEU Column The returns to currency speculation: Evidence from Keynes the trader David Chambers Olivier Accominotti 18 Mar 2014 International Finance
Discussion paper DP9852 Out-of-Sample Evidence on the Returns to Currency Trading Olivier Accominotti David Chambers 2 Mar 2014 Economic History Financial Economics International Macroeconomics F31 G12 G15 N20
Discussion paper DP9771 Carry Lasse Heje Pedersen Ralph Koijen 1 Dec 2013 Financial Economics International Macroeconomics E44 F30 F31 G11 G12 G13 G14 G15
Discussion paper DP9664 Gambling for resurrection in Iceland: the rise and fall of the banks Richard Portes 22 Sep 2013 Financial Economics International Macroeconomics E44 E52 E63 F31 F32 F65 G01 G15 G21
Discussion paper DP9484 Conditional Risk Premia in Currency Markets and Other Asset Classes Martin Lettau Matteo Maggiori Michael Weber 26 May 2013 Financial Economics International Macroeconomics F31 F34 G11 G15