Is there a credit risk anomaly in FX markets?
Year of publication: |
August 2016
|
---|---|
Authors: | Grobys, Klaus ; Heinonen, Jari-Pekka |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 1-6
|
Subject: | Credit risk | FX markets | Currency markets | Carry trade | Anomaly | Kreditrisiko | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk | Währungsspekulation | Currency speculation | Theorie | Theory | Welt | World |
-
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo, (2020)
-
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo, (2020)
-
Foreign exchange order flow as a risk factor
Burnside, Craig, (2023)
- More ...
-
Grobys, Klaus, (2016)
-
Corruption, Carry Trades, and the Cross Section of Currency Returns
Grobys, Klaus, (2017)
-
Is There a Credit Risk Anomaly in FX Markets?
Grobys, Klaus, (2016)
- More ...