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Currency premia and global imbalances
Della Corte, Pasquale; Riddiough, Steven J.; Sarno, Lucio - 2016
Persistent link: https://www.econbiz.de/10011447855
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Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2011
Persistent link: https://www.econbiz.de/10008990031
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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
Persistent link: https://www.econbiz.de/10003887408
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The exchange rate effect of multi-currency risk arbitrage
Hau, Harald - 2009
Persistent link: https://www.econbiz.de/10003875359
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Contagious currency crises
Eichengreen, Barry - 1996
Persistent link: https://www.econbiz.de/10013422238
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Crash risk in currency markets
Farhi, Emmanuel; Fraiberger, Samuel P.; Gabaix, Xavier; … - 2009
Persistent link: https://www.econbiz.de/10003857018
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Properties of foreign exchange risk premiums
Sarno, Lucio; Schneider, Paul; Wagner, Christian - 2011
Persistent link: https://www.econbiz.de/10009310055
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000747131
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - 2013
Persistent link: https://www.econbiz.de/10010243729
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Switching risk off : FX correlations and risk premia
Beber, Alessandro; Brandt, Michael W.; Cenoz, Jasone - 2014
Persistent link: https://www.econbiz.de/10010440194