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Overcoming "original sin" to secure policy space

Shin, Hyun Song - In: Oxford review of economic policy 39 (2023) 2, pp. 333-340

Persistent link: https://www.econbiz.de/10014317092

Do emerging markets provide currency diversification benefits?

Chaieb, Ines; Errunza, Vihang R.; Majerbi, Basma - In: International journal of banking, accounting and finance 5 (2013/14) 1/2, pp. 102-120

Persistent link: https://www.econbiz.de/10010359126

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

Conditional pricing of currency risk in Africa's equity market

Kodongo, Odongo; Ojah, Kalu - 2018

Persistent link: https://www.econbiz.de/10012024284

Foreign exchange dealer asset pricing

Reitz, Stefan; Umlandt, Dennis - 2019

We show that excess returns to the carry trade can be interpreted as compensation for foreign exchange dealers' capital … risk. Given that the top market makers in foreign exchange are at the heart of the market's information aggregation process … hypothesis the empirical results show that shocks to the equity capital ratios of the top three foreign exchange dealers have …