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Good carry, bad carry
Bekaert, Geert; Panayotov, George - 2019
Persistent link: https://www.econbiz.de/10012051703
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Currency regimes and the carry trade
Accominotti, Olivier; Cen, Jason; Chambers, David; … - 2019
Persistent link: https://www.econbiz.de/10012126031
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A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo; Marin, Emile - 2020
Persistent link: https://www.econbiz.de/10012214844
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The out-of-sample performance of carry trades
Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan - 2020
Persistent link: https://www.econbiz.de/10012249972
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Foreign currency borrowing of corporations as carry trades : evidence from India
Acharya, Viral V.; Vij, Siddharth - 2020
Persistent link: https://www.econbiz.de/10012321194
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The economics of currency risk
Hassan, Tarek A.; Zhang, Tony - 2020
Persistent link: https://www.econbiz.de/10012306006
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014245303
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014235331
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Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias; Rapach, David E.; Taylor, Mark P.; … - 2020
Persistent link: https://www.econbiz.de/10012305708
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The rise in foreign currency bonds : the role of us monetary policy and capital controls
Bacchetta, Philippe; Cordonier, Rachel; Merrouche, Ouarda - 2020
Persistent link: https://www.econbiz.de/10012233573