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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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Risk-adjusted return managed carry trade
Dupuy, Philippe - In: Journal of banking & finance 129 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
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Portfolio reallocation and exchange rate dynamics
Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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Currency momentum, carry trade, and market illiquidity
Orlov, Vitaly - In: Journal of banking & finance 67 (2016), pp. 1-11
Persistent link: https://www.econbiz.de/10011634601
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Can implied volatility predict returns on the currency carry trade?
Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
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Currency carry trades and global funding risk
Ferreira Filipe, Sara; Nissinen, Juuso; Suominen, Matti - In: Journal of banking & finance 149 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014462534
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Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin - In: Journal of banking & finance 136 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
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Lessons from the evolution of foreign exchange trading strategies
Neely, Christopher J.; Weller, Paul A. - In: Journal of banking & finance 37 (2013) 10, pp. 3783-3798
Persistent link: https://www.econbiz.de/10010126822
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Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.; Sushko, Vladyslav - In: Journal of banking & finance 37 (2013) 4, pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241