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isPartOf:"Journal of international money and finance"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital income"
~subject:"Currency speculation"
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Capital income
Currency speculation
Devisenmarkt
177
Foreign exchange market
177
Theorie
78
Theory
78
Exchange rate
56
Wechselkurs
55
Estimation
42
Schätzung
42
Welt
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35
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Byrne, Joseph P.
2
Dupuy, Philippe
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Ibrahim, Boulis Maher
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MacDonald, Ronald
2
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2
Taylor, Mark P.
2
Abbey, Boris S.
1
Ames, Matthew
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Journal of international money and finance
International review of economics & finance : IREF
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
21
NBER Working Paper
20
Journal of international financial markets, institutions & money
16
Discussion paper / Centre for Economic Policy Research
15
Journal of banking & finance
13
CESifo working papers
11
International review of financial analysis
10
Finance research letters
8
Discussion papers / CEPR
7
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Wiley trading series
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Working paper series / European Central Bank
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BIS quarterly review : international banking and financial market developments
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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ECB Working Paper
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Journal of empirical finance
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Journal of financial markets
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Journal of multinational financial management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Wiley trading
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Applied economics
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Discussion paper / Deutsche Bundesbank
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Discussion paper / Tinbergen Institute
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Global finance journal
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IMF working papers
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International economic journal
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Journal of financial and quantitative analysis : JFQA
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The Scandinavian journal of economics
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The review of financial studies
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WIFO Working Paper
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WIFO working papers
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African journal of business and economic research : AJBER
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ECONIS (ZBW)
35
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1
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Li, Yan
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
Saved in:
2
An investment-based explanation of currency excess returns
Jamali, Ibrahim
;
Yamani, Ehab
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304722
Saved in:
3
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
4
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
5
Attractive and non-attractive currencies
Dupuy, Philippe
;
James, Jessica
;
Marsh, Ian W.
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012794951
Saved in:
6
Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
7
Carry trades and commodity risk factors
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
96
(
2019
),
pp. 121-129
Persistent link: https://www.econbiz.de/10012139634
Saved in:
8
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
9
Carry trades, agent heterogeneity and the exchange rate
Li, Xiao-Ping
;
Zhou, Chun-Yang
;
Tong, Bin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 343-358
Persistent link: https://www.econbiz.de/10012372800
Saved in:
10
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
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