Similar Search Results

A century of arbitrage and disaster risk pricing in the foreign exchange market

Corsetti, Giancarlo; Marin, Emile A. - 2020

Persistent link: https://www.econbiz.de/10013190685

A century of arbitrage and disaster risk pricing in the foreign exchange market

Corsetti, Giancarlo; Marin, Emile A. - 2020

Persistent link: https://www.econbiz.de/10012501062

A century of arbitrage and disaster risk pricing in the foreign exchange market

Corsetti, Giancarlo; Marin, Emile - 2020

Persistent link: https://www.econbiz.de/10012214844

To hedge or not to hedge : carry trade dynamics in the emerging economies

Geyikçi, Utku Bora; Özyıldırım, Süheyla - In: Journal of international financial markets, … 73 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012802157

Limits to arbitrage and the term structure of CIP violations

Wohlfarth, Paul; Chen, Xiaohong - In: Journal of international financial markets, … 95 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015063604

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