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Currency carry trades and glob...
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Volatility
Welt
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78
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75
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65
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55
Ma, Feng
52
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51
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47
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42
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40
Andersen, Torben
38
Salisu, Afees A.
38
Spagnolo, Nicola
38
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36
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35
Wang, Yudong
34
Kočenda, Evžen
33
Demirer, Rıza
32
Mensi, Walid
32
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31
Todorov, Viktor
31
Balcilar, Mehmet
30
Gil-Alaña, Luis A.
30
Ji, Qiang
30
Lux, Thomas
30
McMillan, David G.
30
Wei, Yu
29
Bloom, Nicholas
28
Corbet, Shaen
28
Engle, Robert F.
28
Prokopczuk, Marcel
28
Xuan Vinh Vo
28
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26
Kumar, Dilip
26
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26
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26
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25
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Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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FAO
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Judge Institute of Management Studies
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1
Centro Studi Luca d'Agliano <Turin>
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Energy economics
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Finance research letters
326
International review of financial analysis
222
International review of economics & finance : IREF
194
The North American journal of economics and finance : a journal of financial economics studies
165
NBER working paper series
163
Journal of banking & finance
162
Applied economics
160
Economic modelling
152
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152
Research in international business and finance
151
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140
Journal of empirical finance
128
Journal of international financial markets, institutions & money
125
Journal of international money and finance
109
Applied economics letters
107
Journal of financial economics
100
Applied financial economics
97
Working paper
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Economics letters
90
Pacific-Basin finance journal
90
Journal of risk and financial management : JRFM
85
International Journal of Energy Economics and Policy : IJEEP
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
Journal of econometrics
75
International journal of finance & economics : IJFE
74
The European journal of finance
71
The journal of futures markets
71
CESifo working papers
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Discussion paper / Centre for Economic Policy Research
67
International journal of forecasting
61
Global finance journal
55
Journal of forecasting
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Discussion paper / Tinbergen Institute
50
Department of Economics working paper series
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Cogent economics & finance
46
Review of quantitative finance and accounting
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ECONIS (ZBW)
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EconStor
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1
Oil market uncertainty and excess returns on currency carry trade
Su, Zhi
;
Mo, Xuan
;
Yin, Libo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013269450
Saved in:
2
US equity tail
risk
and currency
risk
premia
Fan, Zhenzhen
;
Londono, Juan M.
;
Xiao, Xiao
-
2019
-
This version: July 2019
Persistent link: https://www.econbiz.de/10012065069
Saved in:
3
Political risks, excess and carry trade returns in global markets
Kesse, Kwabena
;
Blenman, Lloyd P.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
Saved in:
4
The information content of
risk
reversals in emerging market currencies
Costa Filho, Adonias Evaristo da
- In:
Revista Brasileira de Finanças : RBFin
14
(
2016
)
3
,
pp. 403-441
Persistent link: https://www.econbiz.de/10011654252
Saved in:
5
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
Saved in:
6
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
Saved in:
7
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
Saved in:
8
Conditioning carry trades : less
risk
, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
9
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
10
The impact of jumps on carry trade returns
Lee, Suzanne S.
;
Wang, Minhong
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 433-455
Persistent link: https://www.econbiz.de/10012131572
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