Global Political Risk and Currency Momentum
Year of publication: |
2016
|
---|---|
Authors: | Filippou, Ilias |
Other Persons: | Gozluklu, Arie Eskenazi (contributor) ; Taylor, Mark P. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Currency Momentum | FX Risk premium | Limits to Arbitrage | Political Risk | Risikoprämie | Risk premium | Länderrisiko | Country risk | Welt | World | Portfolio-Management | Portfolio selection | Arbitrage | Devisenmarkt | Foreign exchange market | Risiko | Risk |
Extent: | 1 Online-Ressource (95 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 9, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2517400 [DOI] |
Classification: | F31 - Foreign Exchange ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Global political risk and currency momentum
Filippou, Ilias, (2018)
-
Funding Illiquidity, Funding Risk, and Global Stock Returns
Malkhozov, Aytek, (2018)
-
Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia
Huang, Huichou, (2016)
- More ...
-
U.S. Populist Rhetoric and Currency Returns
Filippou, Ilias, (2020)
-
ETF Arbitrage and International Diversification
Filippou, Ilias, (2019)
-
The Information Content of Trump Tweets and the Currency Market
Filippou, Ilias, (2021)
- More ...