Similar Search Results

Is currency risk priced in global equity markets?

Karolyi, G. Andrew; Wu, Ying - In: Review of finance : journal of the European Finance … 25 (2021) 3, pp. 863-902

Persistent link: https://www.econbiz.de/10012546204

Currency returns and systematic risk

Gonçalves, Fernanda; Ferreira, Giuliano de Queiroz; … - In: The Manchester School 90 (2022) 6, pp. 609-647

Persistent link: https://www.econbiz.de/10013414307

Foreign currency exposure and hedging in Australia

Atkin, Tim; Harris, Jacob - In: Bulletin / Reserve Bank of Australia (2023), pp. 86-95

Persistent link: https://www.econbiz.de/10014267141

Jumps in foreign exchange rates and stochastic unwinding of carry trades

Nirei, Makoto; Sushko, Vladyslav - In: International review of economics & finance : IREF 20 (2011) 1, pp. 110-127

Persistent link: https://www.econbiz.de/10009304196

Foreign exchange predictability during the financial crisis : implications for carry trade profitability

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015

In this paper, we study the effectiveness of carry trade strategies during and after the financial crisis using a flexible approach to modeling currency returns. We decompose the currency returns into multiplicative sign and absolute return components, which exhibit much greater predictability...

Persistent link: https://www.econbiz.de/10011313235

Direct versus indirect regression estimates of foreign exchange cash flow exposure

Krapl, Alain; O'Brien, Thomas J. - In: International review of financial analysis 37 (2015), pp. 103-112

Persistent link: https://www.econbiz.de/10011317239

Foreign exchange market and inherent risks

Peddada, Kameswari - In: International finance for infrastructure development, (pp. 218-228). 2013

Persistent link: https://www.econbiz.de/10009725263

High-frequency information content in end-user foreign exchange order flows

Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884

Persistent link: https://www.econbiz.de/10009691776

Yen carry trades and stock returns in target currency countries

Cheung, Stephen Y. L.; Cheung, Yin-Wong; He, Angela W. W. - In: Japan and the world economy : international journal of … 24 (2012) 3, pp. 174-183

Persistent link: https://www.econbiz.de/10009665467

Strategic vertical foreign investment under exchange rate uncertainty

Roy, Santanu; Viaene, Jean-Marie - 1996

and the effect of exchange rate uncertainty on such investment. Firms competing in a domestic final good market meet their … oligopolistic intermediate good market abroad. Exchange rate uncertainty affects the cost of procuring input in both cases. Firms … linear market demand and constant returns technology, we show that an increase in foreign exchange variability has a positive …

Persistent link: https://www.econbiz.de/10009620813

1
2
3
4
5
6
7
8
9
10
Next
Last