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Carry trades, order flow and the forward bias puzzle
Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015
We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....
Persistent link: https://www.econbiz.de/10011396784
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Looking at the other side of carry trades : are there any safe haven currencies?
Coudert, Virginie; Guillaumin, Cyriac; Raymond, Hélène - 2014
Persistent link: https://www.econbiz.de/10010383329
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Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya; Neely, Christopher J.; Rapach, David E.; … - 2014
Persistent link: https://www.econbiz.de/10010423540
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Risk-premia, carry-trade dynamics, and speculative efficiency of currency markets
Wagner, Christian - 2008
Persistent link: https://www.econbiz.de/10003746950
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The impact of currency carry trade activity on the transmission of monetary policy
Boeck, Maximilian; Steshkova, Alina; Zörner, Thomas - 2024 - This Version: August 2024
This paper examines how carry trade activity affects the transmission of monetary policy in currency markets. It analyzes a set of developed and emerging market currencies against the U.S. dollar. The U.S. dollar appreciates in response to a conventional monetary policy shock but depreciates to...
Persistent link: https://www.econbiz.de/10015053521
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Financial openness of China and India : implications for capital account liberalisation
Ma, Guonan; McCauley, Robert N. - 2014
We gauge the de-facto capital account openness of the Chinese and Indian economies by testing the law of one price on the basis of onshore and offshore price gaps for three key financial instruments. Generally, the three measures show both economies becoming more financially open over time. Over...
Persistent link: https://www.econbiz.de/10010402814
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Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010
Persistent link: https://www.econbiz.de/10008689074
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Decarbonization pathways in Southeast Asia : new results for Indonesia, Malaysia, Philippines, Thailand and Viet Nam
Bosello, Francesco; Orecchia, Carlo; Raitzer, David A. - 2016
collectively account for 90% of regional emissions in recent years-Indonesia, Malaysia, the Philippines, Thailand, and Viet Nam …-term emissions targets that are consistent with a stabilization scenario at 650ppm: these are Indonesia, Philippines and Viet Nam …
Persistent link: https://www.econbiz.de/10011591797
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Debt Management Programme or Plan (DMP) and financial or credit counselling in Malaysia, Thailand and Indonesia
Azmi, Ruzita; Indriyani, Rachma - 2024
economies in Southeast Asia, specifically Malaysia, Thailand and Indonesia. This research aims to achieve the following … it with similar programmes in Thailand and Indonesia; (ii) analyse the effectiveness of DMP and financial or credit …), to provide advice and support to individuals who are struggling with financial issues. While Thailand and Indonesia do …
Persistent link: https://www.econbiz.de/10014529469
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Current account deficits and capital flows in East Asia and Latin America : are the nineties different from the early eighties?
Milesi-Ferretti, Gian Maria; Razin, Asaf - 1997
Persistent link: https://www.econbiz.de/10000965590