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The performance of NDF carry trades
Doukas, John A.; Zhang, Hao - In: Journal of international money and finance 36 (2013), pp. 172-190
Persistent link: https://www.econbiz.de/10009768544
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The Performance of NDF Carry Trades
Doukas, John A. - 2013
This paper investigates the performance of carry trade strategies for currencies with non-deliverable forward (NDF) contracts. We find that carry trades for currencies with NDF contracts are associated with higher Sharpe ratios compared to carry trades for currencies with deliverable forward...
Persistent link: https://www.econbiz.de/10013083923
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A dynamic principal-agent model with hidden information
Zhang, Hao - 2004
Persistent link: https://www.econbiz.de/10003778080
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Solving an infinite horizon adverse selection model through finite policy graphs
Zhang, Hao - In: Operations research 60 (2012) 4, pp. 850-864
Persistent link: https://www.econbiz.de/10009627417
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Designing and implementing an emissions trading market in China : the case of Tianjin
Zhang, Hao - In: Economics and regulation in China, (pp. 240-268). 2013
Persistent link: https://www.econbiz.de/10010194303
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Analysis of a dynamic adverse selection model with asymptotic efficiency
Zhang, Hao - In: Mathematics of operations research 37 (2012) 3, pp. 450-474
Persistent link: https://www.econbiz.de/10009612098
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Regulating green bond in China : definition divergence and implications for policy making
Zhang, Hao - In: Journal of sustainable finance & investment 10 (2020) 2, pp. 141-156
Persistent link: https://www.econbiz.de/10012286266
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The carbon externality of investments financed by China's development banks : the case of energy investments in central Asia
Zhang, Hao - In: The journal of world investment & trade : law, … 20 (2019) 2/3, pp. 335-354
Persistent link: https://www.econbiz.de/10012289639
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Intraday patterns in foreign exchange returns and realized volatility
Zhang, Hao - In: Finance research letters 27 (2018), pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
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Regional value chains and spontaneous multi-employer wage coordination in China
Zhang, Hao - In: The journal of industrial relations 62 (2020) 1, pp. 104-131
Persistent link: https://www.econbiz.de/10012201752