Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
The forward market in emerging currencies : less biased than in major currencies
Frankel, Jeffrey A.; Poonawala, Jumana - In: Journal of international money and finance 29 (2010) 3, pp. 585-598
Persistent link: https://www.econbiz.de/10003947788
Cover Image
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Cover Image
Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Cakici, Nusret; Tan, Sinan - In: Journal of international money and finance 44 (2014), pp. 179-209
Persistent link: https://www.econbiz.de/10010391061
Cover Image
Overreaction and the cross-section of returns : international evidence
Blackburn, Douglas W.; Cakici, Nusret - In: Journal of empirical finance 42 (2017), pp. 1-14
Persistent link: https://www.econbiz.de/10011808471
Cover Image
Do the size, value, and momentum factors drive stock returns in emerging markets?
Cakici, Nusret; Tang, Yi; Yan, An - In: Journal of international money and finance 69 (2016), pp. 179-204
Persistent link: https://www.econbiz.de/10011711908