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Currency Regimes and the Carry Trade
Accominotti, Olivier - 2019
This study exploits a new long-run data set of daily bid and offered exchange rates in spot and forward markets from 1919 to the present to analyze carry returns in fixed and floating currency regimes. We first find that outsized carry returns occur exclusively in the floating regime, being zero...
Persistent link: https://www.econbiz.de/10012900553
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Currency regimes and the carry trade
Accominotti, Olivier; Cenoz, Jasone; Chambers, David; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2233-2260
Persistent link: https://www.econbiz.de/10012140076
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Currency regimes and the carry trade
Accominotti, Olivier; Cen, Jason; Chambers, David; … - 2019
Persistent link: https://www.econbiz.de/10012126031
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Currencies and globalization
Ferrington, Marcy L. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003404762
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Some issues on exchange rate economics
2012
Persistent link: https://www.econbiz.de/10009690166
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Carry trade and exchange-rate regimes
Alfaro, Laura; Kanczuk, Fabio - 2013
Persistent link: https://www.econbiz.de/10009712395
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What makes a currency procyclical? : an empirical investigation
Cordella, Tito; Gupta, Poonam - In: Journal of international money and finance 55 (2015), pp. 240-259
Persistent link: https://www.econbiz.de/10011475578
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Special issue: Exchange rate economics
Kouretas, Georgios P. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002633199
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Trade and foreign exchange regime in Eqypt
Kheir-El-Din, Hanaa; El-Shawarby, Sherine - 2000
Persistent link: https://www.econbiz.de/10001647040
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Exchange Arrangements and foreign exchange markets : developments and issues
Ishii, Shōgo (contributor) - 2003
Persistent link: https://www.econbiz.de/10001751029